Rate of convergence for particle approximation of PDEs in Wasserstein space (Q5049892)
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scientific article; zbMATH DE number 7616198
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| English | Rate of convergence for particle approximation of PDEs in Wasserstein space |
scientific article; zbMATH DE number 7616198 |
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Rate of convergence for particle approximation of PDEs in Wasserstein space (English)
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14 November 2022
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particle approximation
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Wasserstein space
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common noise
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mean-field control
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master equation
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backward stochastic differential equations
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0.7925766110420227
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0.7667667269706726
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0.7485885620117188
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0.7405921220779419
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