From November 19 to November 23, 2018, the International Laboratory of Stochastic Analysis and its Applications HSE and the University of Edinburgh (Scotland) conducted the First Moscow-UK Working Group on stochastic analysis

Meetings were held at the International Center for Mathematical Sciences, Edinburgh. The first working group is organized by: Mireille Bossi (INRIA, Sophia-Antipolis, France), Valentin Konakov (HSE, Moscow, Russia), David Siska (University of Edinburgh, Scotland), Lucas Shpruh (University of Edinburgh, Scotland). The working group aims to review and consolidate the knowledge of the developing field of stochastic analysis - calculus in the Wasserstein space, as well as to assess its current impact on a number of areas of mathematics

This meeting brought together:

key developers of calculus on Wasserstein/measure spaces

researchers on mean-field games

mathematicians working on kinetic theory and optimal transport

applied mathematicians working on a mean-field approach to power grid applications and crowd behavior.

The consolidation of knowledge and exchange of ideas in the emerging field of Wasserstein calculus with its links to optimal transport, nonlinear PDEs, particle representations and mean-field games. The workshop was also developed research strategies emphasizing applications in energy markets, crowd dynamics, and cybersecurity