Wasserstein Calculus and Related Topics

Home > Workshops > 2018 > Wasserstein Calculus and Related Topics

Wasserstein Calculus and Related Topics

 19 - 23 Nov 2018

ICMS, Bayes Centre, 47 Potterrow Edinburgh

  • Mireille Bossy, INRIA
  • Valentin Konakov, Higher School of Economics, Moscow
  • David Siska, University of Edinburgh

About:

This workshop reviewed and consolidated knowledge on stochastic calculus in Wasserstein space and assessed its current impact on several branches of mathematics. Additionally, during the workshop research strategies emphasising applications in energy markets, crowd dynamics and cybersecurity were developed.

The workshop brought together key developers of calculus on Wasserstein/measure spaces, researchers on mean-field games, mathematicians working on kinetic theory and optimal transport and applied mathematicians working on a mean-field approach to power grid applications and crowd behaviour.

Programme:

Pierre Cardaliaguet, Université Paris-Dauphine The Master Equation for Mean Field Games with a Major Agent
Paul-Eric Chaudru de Raynal, Université Savoie Mont Blanc Mean Reflected Stochastic Differential Equations
Alvin Tse, University of Edinburgh Weak Particle Expansions of McKean-Vlasov SDEs via Wasserstein Calculus
Valentin Konakov, HSE Moscow A Local Limit Theorem for a Robbins-Monroe Procedure
Alexander Davie, University of Edinburgh Multivariate Central Limit Bounds in Vaserstein Metrics
Jean-Francois Jabir, HSE Moscow Propagation of Chaos and Weak Constraint Problems Issued from Lagrangian Stochastic Models for Turbulent Flows
Benjamin Jourdain, Ecole des Ponts ParisTech, CERMICS Lifted and Geometric Differentiability of the Squared Quadratic Wasserstein Distance
Michela Ottobre, Heriot-Watt Universit On a Class of SDEs with Multiple Invariant Measures
Xiling Zhang, University of Edinburgh A Central-Limit Approximation for the Small Jumps of Multi-Dimensional Lévy Processes
Denis Talay, INRIA On Statistical, Analytical and Numerical Issues Related to Wasserstein Distances and Singular McKean-Vlasov Interactions
Nicolas Champagnat, Université de Lorraine Lyapunov Criteria for the Convergence of Conditional Distributions of Absorbed Markov Processes
Elena Issoglio, University of Leeds A Non-Linear Parabolic PDE with a Distributional Coefficient and its Applications to Stochastic Analysis
Alexander Gushchin, Steklov Mathematical Institute The Joint Distributions of an Increasing Process and its Compensator
William Hammersley, University of Edinburgh McKean-Vlasov SDEs under Measure Dependent Lyapunov Conditions
Franco Flandoli, Scuola Normale Superiore of Pisa Particle System Approximation of Vlasov-Navier-Stokes Equations
Mario Maurelli, University of York and University of Edinburgh 2D Euler Equations with Transport Noise: Bounded and Measure-Valued Vorticity
Mark Kelbert, HSE Moscow Context Dependent Information Measures: Basic Properties and Applications
Anna Kozhina, HSE Moscow Parametrix Method for SDEs. Weak Error Estimation
William Salkeld, University of Edinburgh Differentiability of SDEs with Drift of Super-Linear Growth
Megan Griffin-Pickering, University of Cambridge A Particle Approximation for the Kinetic Isothermal Euler Equation
Michael Röckner, Universität Bielefeld Nonlinear Fokker-Planck-Kolomogorov Equations and Stochastic Distribution Dependent SDE
Mauro Mariani, HSE Moscow On the Variational Convergence of a Class of Discounted Control Problems
Dan Crisan, Imperial College London Smoothing Properties of McKean-Vlasov Stochastic Differential Equations