Rate of convergence of a particle method to the solution of the Mc Kean-Vlasov's equation
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References listed on IDEAS
- Delicado, Pedro, 2001. "Another Look at Principal Curves and Surfaces," Journal of Multivariate Analysis, Elsevier, vol. 77(1), pages 84-116, April.
- Delicado, Pedro & del Rio, Manuel, 1994.
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KeywordsMc Kean-Vlasov equation; Malliavin calculus;
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
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