  We prove a rate of convergence for the $N$-particle approximation of a
second-order partial differential equation in the space of probability
measures, like the Master equation or Bellman equation of mean-field control
problem under common noise. The rate is of order $1/N$ for the pathwise error
on the solution $v$ and of order $1/\sqrt{N}$ for the $L^2$-error on its
$L$-derivative $\partial_\mu v$. The proof relies on backward stochastic
differential equations techniques.
