Rate of convergence of a particle method to the solution of the McKean--Vlasov equation

Kohatsu-Higa, Arturo; Antonelli, Fabio

doi:10.1214/aoap/1026915611

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Rate of convergence of a particle method to the solution of the McKean--Vlasov equation

Author(s): Fabio Antonelli , Arturo Kohatsu-Higa

Publication date (Print): May 2002

Journal: The Annals of Applied Probability

Publisher: Institute of Mathematical Statistics

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Title: The Annals of Applied Probability

Publisher: Institute of Mathematical Statistics

Publication date (Print): May 2002

Volume: 12

Issue: 2

Pages: 423-476

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DOI: 10.1214/aoap/1026915611

SO-VID: f2b1d90e-b970-4fa3-b833-23a92c11f511

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Rate of convergence of a particle method to the solution of the McKean--Vlasov equation

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