@article{jacquemart:hal-01253763,
TITLE = {Some ideas for bias and variance reduction in the splitting algorithm for diffusion processes},
AUTHOR = {Jacquemart, Damien and Morio, J{\'e}r{\^o}me and Le Gland, Fran{\c c}ois},
URL = {https://inria.hal.science/hal-01253763},
JOURNAL = {Journal of computational science},
PUBLISHER = {Elsevier},
VOLUME = {11},
PAGES = {58--68},
YEAR = {2015},
MONTH = Nov, DOI = {10.1016/j.jocs.2015.09.005},
KEYWORDS = {splitting algorithm ; Markov process ; rare event estimation ; bias ; variance ; stochastic differential equation},
HAL_ID = {hal-01253763},
HAL_VERSION = {v1},
}