Exact rates of convergeance for a branching particle approximation to the solution of the Zakai equation

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The Numerical Approximation of Stochastic Partial Differential Equations (2009, methodology): “Beside this prevalent strategy also the splitting up approach for temporal discretizations (see [8 ,6 0, 3 8 ,3 9, 40,89]), the Wiener chaos expansion (see [57, 87, 86, 90, 88 ,9 2]) and the particle method (see [80, 13, 14, 11 , 12, 15]) are frequently used ways to construct numerical approximatio”
Approximate McKean–Vlasov representations for a class of SPDEs (2005, background): “This branching procedure is a double edge sword: applying it too often may actually decrease the rate of convergence (cf. [ 9 ]).”