Ninomiya-Victoir scheme: Strong convergence, antithetic version and application to multilevel estimators

Anis Al Gerbi, Benjamin Jourdain, Emmanuelle Clement. Ninomiya-Victoir scheme: Strong convergence, antithetic version and application to multilevel estimators. Monte Carlo Meth. and Appl., 22(3):197-228, 2016. [doi]

Abstract

Abstract is missing.