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To show these results, we only use the It\u00f4 formula, and basic properties of solutions of stochastic differential equations. Eventually, we show how probabilistic representations of splitting schemes can be used to derive \u201chybrid\u201d numerical schemes based on Monte Carlo approximations of the splitting method itself.<\/p>","DOI":"10.1090\/s0025-5718-08-02185-6","type":"journal-article","created":{"date-parts":[[2009,4,27]],"date-time":"2009-04-27T13:47:33Z","timestamp":1240840053000},"page":"1467-1483","source":"Crossref","is-referenced-by-count":8,"title":["Analysis of splitting methods for reaction-diffusion problems using stochastic calculus"],"prefix":"10.1090","volume":"78","author":[{"given":"Erwan","family":"Faou","sequence":"first","affiliation":[]}],"member":"14","published-online":{"date-parts":[[2008,11,6]]},"reference":[{"issue":"208","key":"1","doi-asserted-by":"publisher","first-page":"555","DOI":"10.2307\/2153283","article-title":"Rate of convergence of a stochastic particle method for the Kolmogorov equation with variable coefficients","volume":"63","author":"Bernard, Pierre","year":"1994","journal-title":"Math. 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