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

Annals of Applied Probability

Volumn 12, Issue 2, 2002, Pages 423-476

  Antonelli, Fabio ^a   Kohatsu Higa, Arturo ^b  

^a UNIVERSITY OF CHIETI   (Italy)

^b UNIVERSITAT POMPEU FABRA   (Spain)

Author keywords

Malliavin calculus; McKean Vlasov equation

Indexed keywords

EID: 0036334557     PISSN: 10505164     EISSN: None     Source Type: Journal    
DOI: 10.1214/aoap/1026915611     Document Type: Article

References (17)

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