Projected particle methods for solving McKean-Vlasov stochastic differential equations. Belomestny, D. & Schoenmakers, J. SIAM J. Numer. Anal., 56(6):3169–3195, 2018.
Projected particle methods for solving McKean-Vlasov stochastic differential equations [link]Paper  doi  bibtex   1 download  
@article {MR3871063,
    AUTHOR = {Belomestny, Denis and Schoenmakers, John},
     TITLE = {Projected particle methods for solving {M}c{K}ean-{V}lasov
              stochastic differential equations},
   JOURNAL = {SIAM J. Numer. Anal.},
  FJOURNAL = {SIAM Journal on Numerical Analysis},
    VOLUME = {56},
      YEAR = {2018},
    NUMBER = {6},
     PAGES = {3169--3195},
      ISSN = {0036-1429},
   MRCLASS = {65C30 (60H10 60K35 65C35)},
  MRNUMBER = {3871063},
       DOI = {10.1137/17M1111024},
       URL = {https://doi.org/10.1137/17M1111024},
}

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