  High order splitting schemes with complex timesteps are applied to Kolmogorov
backward equations stemming from stochastic differential equations in
Stratonovich form. In the setting of weighted spaces, the necessary analyticity
of the split semigroups can be easily proved. A numerical example from interest
rate theory, the CIR2 model, is considered. The numerical results are robust
for drift-dominated problems, and confirm our theoretical results.
