Songbo Wang

Math

Songbo Wang’s profile picture

I am Songbo Wang (汪嵩博), an assistant professor of applied mathematics at CEREMADE, Université Paris Dauphine-PSL, from September 2026.

I work in probability theory, with motivations from and applications to in statistical physics, economics and finance, and optimization and machine learning.

My research is supported by the PR[AI]RIE-PSAI Tremplin program.

A complete CV is available in PDF (English, français, 简体中文).

Email: wang@ceremade.dauphine.fr

Employment

Education

Publications and preprints

Research articles

  1. Self-fictitious-play for potential monotone ergodic mean-field games
    With Yupeng Bai, Mathieu Laurière and Zhenjie Ren
    Preprint. [HAL]
  2. Large-scale concentration and relaxation for mean-field Langevin particle systems
    Preprint. [arXiv]
  3. Size of chaos for Gibbs measures of mean field interacting diffusions
    With Zhenjie Ren
    Probability Theory and Related Fields. [DOI, HAL, arXiv]
  4. Uniform log-Sobolev inequalities for mean field particles with flat-convex energy
    Preprint. [arXiv]
  5. Sharp local propagation of chaos for mean field particles with \(W^{-1,\infty}\) kernels
    Journal of Functional Analysis. [DOI, HAL, arXiv]
  6. Time-uniform log-Sobolev inequalities and applications to propagation of chaos
    With Pierre Monmarché and Zhenjie Ren
    Electronic Journal of Probability. [DOI, HAL, arXiv]
  7. Self-interacting approximation to McKean–Vlasov long-time limit: a Markov chain Monte Carlo method
    With Kai Du, Zhenjie Ren and Florin Suciu
    Journal de mathématiques pures et appliquées. [DOI, HAL, arXiv]
  8. Logarithmic Sobolev inequalities for non-equilibrium steady states
    With Pierre Monmarché
    Potential Analysis. [DOI, HAL, arXiv]
  9. Uniform-in-time propagation of chaos for kinetic mean field Langevin dynamics
    With Fan Chen, Yiqing Lin and Zhenjie Ren
    Electronic Journal of Probability. [DOI, HAL, arXiv]
  10. Mean field optimization problem regularized by Fisher information
    With Julien Claisse, Giovanni Conforti and Zhenjie Ren
    Annals of Applied Probability. [DOI, HAL, arXiv]
  11. Uniform-in-time propagation of chaos for mean field Langevin dynamics
    With Fan Chen and Zhenjie Ren
    Annales de l’institut Henri Poincaré. Probabilités et Statistiques. [DOI, HAL, arXiv]
  12. Entropic fictitious play for mean field optimization problem
    With Fan Chen and Zhenjie Ren
    Journal of Machine Learning Research. [JMLR, HAL, arXiv]
  13. Scalable quantum tomography with fidelity estimation
    With Heng Fan, Zhaoyu Han, Zeyang Li, Liangzhu Mu, Jun Wang and Lei Wang
    Physical Review A. [DOI, arXiv]

Doctoral thesis

Coauthors

In alphabetic order: Yupeng Bai (白宇鹏), Fan Chen (陈帆), Julien Claisse, Giovanni Conforti, Kai Du (杜恺), Heng Fan (范桁), Zhaoyu Han (韩兆宇), Mathieu Laurière, Zeyang Li (李泽阳), Yiqing Lin (林一青), Pierre Monmarché, Liangzhu Mu (穆良柱), Zhenjie Ren (任振杰), Florin Suciu, Jun Wang (王峻), Lei Wang (王磊).

Talks and posters

Upcoming

Past

Research stays

Academic services

I have served as a referee for the following journals:

From 2023 to 2024, I co-organized the PhD student seminar for the Finance for Energy Market Research Centre.

Teaching

2025–26

Outreach

Links