The scope of this workshop is to promote the integration of approaches and techniques developed by different communities that share a common interest in irregular stochastic analysis, to gain deep insight into a variety of problems related to stochastic models arising from specific applications that include the following:
- McKean-Vlasov equations and related Fokker-Planck equations, including kinetic models;
- Models for spike trains of large neuronal systems driven by stochastic point processes;
- Stochastic dynamical systems and their limiting stochastic PDEs;
- Multi-player stochastic control problems and mean-field games;
- Complex systems, self-organized criticality, porous media equations;
- Entropic optimization and transport.
The workshop also aims at fostering the interaction between recognized experts in the field and early career researchers.
