Backward propagation of chaos

This paper develops a theory of propagation chaos for system weakly interacting particles whose terminal configuration is fixed as opposed to the initial customary. Such systems are modeled by backward stochastic differential equations. Under standard assumptions on coefficients equations, we prove results and quantitative estimates rate convergence in Wasserstein distance empirical measure law McKean-Vlasov type equation. These accompanied non-asymptotic concentration inequalities. As an application, derive solutions second order semilinear partial equations solution written infinite dimensional space.