Authors: Antonelli, Fabio Kohatsu-Higa, Arturo

Citation: Antonelli, Fabio et Kohatsu-higa, Arturo, Rate of convergence of a particle method to the solution of the McKean--Vlasov equation, Annals of applied probability , 12(2), 2002, pp. 423-476

Authors: Antonelli, Fabio

Citation: Antonelli, Fabio, Backward-Forward Stochastic Differential Equations, Annals of applied probability , 3(3), 1993, pp. 777-793