Asymptotic error distribution for the Ninomiya-Victoir scheme in the commutative case

Anis Al Gerbi, Benjamin Jourdain, Emmanuelle Clément

In a previous work, we proved strong convergence with order $1$ of the Ninomiya-Victoir scheme $X^{NV}$ with time step $T/N$ to the solution $X$ of the limiting SDE when the Browni…