  The paper is devoted to the numerical solutions of fractional PDEs based on
its probabilistic interpretation, that is, we construct approximate solutions
via certain Monte Carlo simulations. The main results represent the upper bound
of errors between the exact solution and the Monte Carlo approximation, the
estimate of the fluctuation via the appropriate central limit theorem(CLT) and
the construction of confidence intervals. Moreover, we provide rates of
convergence in the CLT via Berry-Esseen type bounds. Concrete numerical
computations and illustrations are included.
