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Rate of convergence for particle approximation of PDEs in Wasserstein space - MaRDI portal

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

    Statements

    title
    Rate of convergence for particle approximation of PDEs in Wasserstein space (English)
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    author
    Maximilien Germain
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    Huyên Pham
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    Xavier Warin
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    publication date
    14 November 2022
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    zbMATH Keywords
    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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    Identifiers

    Mathematics Subject Classification ID
    35R15
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    35R06
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    35B40
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    60H30
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    91A07
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    60K35
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    zbMATH DE Number
    7616198
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    OpenAlex ID
    W4200629352
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    Wikidata QID
    Q114118015
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    arXiv ID
    2103.00837
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    DOI
    10.1017/JPR.2021.102
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