Edit Profile (opens in new tab) Wiese, Anke Co-Author Distance Author ID: wiese.anke Published as: Wiese, Anke Documents Indexed: 17 Publications since 2008, including 2 Additional arXiv Preprints Co-Authors: 11 Co-Authors with 17 Joint Publications 327 Co-Co-Authors all top 5 Co-Authors 0 single-authored 16 Malham, Simon J. A. 5 Ebrahimi-Fard, Kurusch 4 Doikou, Anastasia 2 Curry, Charles 2 Patras, Frédéric 2 Stylianidis, Ioannis 1 Korn, Ralf 1 Lord, Gabriel James 1 Lundervold, Alexander 1 Munthe-Kaas, Hans Z. 1 Shen, Jiaqi all top 5 Serials 2 Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences 2 Proceedings of the Royal Society of London. A. Mathematical, Physical and Engineering Sciences 1 Nuclear Physics. B 1 SIAM Journal on Numerical Analysis 1 Statistics & Probability Letters 1 Physica D 1 SIAM Journal on Scientific Computing 1 International Journal of Theoretical and Applied Finance 1 ASTIN Bulletin 1 Stochastics 1 Journal of Physics A: Mathematical and Theoretical 1 SIAM Journal on Financial Mathematics all top 5 Fields 12 Probability theory and stochastic processes (60-XX) 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Ordinary differential equations (34-XX) 2 Partial differential equations (35-XX) 2 Numerical analysis (65-XX) 2 Statistical mechanics, structure of matter (82-XX) 2 Systems theory; control (93-XX) 1 Associative rings and algebras (16-XX) 1 Approximations and expansions (41-XX) 1 Operator theory (47-XX) 1 Statistics (62-XX) 1 Quantum theory (81-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 12 Publications have been cited 100 times in 65 Documents Cited by ▼ Year ▼ Stochastic Lie group integrators. Zbl 1165.60026 Malham, Simon J. A.; Wiese, Anke 23 2008 Efficient almost-exact Lévy area sampling. Zbl 1296.60180 Malham, Simon J. A.; Wiese, Anke 13 2014 The exponential Lie series for continuous semimartingales. Zbl 1371.60113 Ebrahimi-Fard, Kurusch; Malham, Simon J. A.; Patras, Frederic; Wiese, Anke 10 2015 Efficient strong integrators for linear stochastic systems. Zbl 1179.60046 Lord, Gabriel; Malham, Simon J. A.; Wiese, Anke 9 2008 Chi-square simulation of the CIR process and the Heston model. Zbl 1269.91104 Malham, Simon J. A.; Wiese, Anke 9 2013 Algebraic structure of stochastic expansions and efficient simulation. Zbl 1371.60102 Ebrahimi-Fard, Kurusch; Lundervold, Alexander; Malham, Simon J. A.; Munthe-Kaas, Hans; Wiese, Anke 7 2012 Flows and stochastic Taylor series in Itô calculus. Zbl 1416.60058 Ebrahimi-Fard, Kurusch; Malham, Simon J. A.; Patras, Frédéric; Wiese, Anke 7 2015 Lévy processes and quasi-shuffle algebras. Zbl 1337.60152 Curry, Charles; Ebrahimi-Fard, Kurusch; Malham, Simon J. A.; Wiese, Anke 7 2014 Stochastic expansions and Hopf algebras. Zbl 1195.60080 Malham, Simon J. A.; Wiese, Anke 6 2009 Algebraic structures and stochastic differential equations driven by Lévy processes. Zbl 1425.60055 Curry, Charles; Ebrahimi-Fard, Kurusch; Malham, Simon J. A.; Wiese, Anke 5 2019 Optimal investment and bounded ruin probability constant portfolio strategies and mean-variance analysis. Zbl 1256.91030 Korn, Ralf; Wiese, Anke 3 2008 Stochastic analysis & discrete quantum systems. Zbl 1430.82003 Doikou, Anastasia; Malham, Simon J. A.; Wiese, Anke 1 2019 Algebraic structures and stochastic differential equations driven by Lévy processes. Zbl 1425.60055 Curry, Charles; Ebrahimi-Fard, Kurusch; Malham, Simon J. A.; Wiese, Anke 5 2019 Stochastic analysis & discrete quantum systems. Zbl 1430.82003 Doikou, Anastasia; Malham, Simon J. A.; Wiese, Anke 1 2019 The exponential Lie series for continuous semimartingales. Zbl 1371.60113 Ebrahimi-Fard, Kurusch; Malham, Simon J. A.; Patras, Frederic; Wiese, Anke 10 2015 Flows and stochastic Taylor series in Itô calculus. Zbl 1416.60058 Ebrahimi-Fard, Kurusch; Malham, Simon J. A.; Patras, Frédéric; Wiese, Anke 7 2015 Efficient almost-exact Lévy area sampling. Zbl 1296.60180 Malham, Simon J. A.; Wiese, Anke 13 2014 Lévy processes and quasi-shuffle algebras. Zbl 1337.60152 Curry, Charles; Ebrahimi-Fard, Kurusch; Malham, Simon J. A.; Wiese, Anke 7 2014 Chi-square simulation of the CIR process and the Heston model. Zbl 1269.91104 Malham, Simon J. A.; Wiese, Anke 9 2013 Algebraic structure of stochastic expansions and efficient simulation. Zbl 1371.60102 Ebrahimi-Fard, Kurusch; Lundervold, Alexander; Malham, Simon J. A.; Munthe-Kaas, Hans; Wiese, Anke 7 2012 Stochastic expansions and Hopf algebras. Zbl 1195.60080 Malham, Simon J. A.; Wiese, Anke 6 2009 Stochastic Lie group integrators. Zbl 1165.60026 Malham, Simon J. A.; Wiese, Anke 23 2008 Efficient strong integrators for linear stochastic systems. Zbl 1179.60046 Lord, Gabriel; Malham, Simon J. A.; Wiese, Anke 9 2008 Optimal investment and bounded ruin probability constant portfolio strategies and mean-variance analysis. Zbl 1256.91030 Korn, Ralf; Wiese, Anke 3 2008 all cited Publications top 5 cited Publications all top 5 Cited by 99 Authors 9 Malham, Simon J. A. 7 Ebrahimi-Fard, Kurusch 7 Wiese, Anke 4 Buckwar, Evelyn 4 Ehrhardt, Matthias 4 Günther, Michael 4 Kuznetsov, Dmitriĭ Feliksovich 4 Muniz, Michelle 4 Patras, Frédéric 4 Zheng, Chao 3 Curry, Charles 3 Ding, Xiaohua 3 Ma, Qiang 3 Sanz-Serna, Jesús María 3 Wang, Zhenyu 3 Winkler, Renate 2 Ableidinger, Markus 2 Alamo, A. 2 Bellingeri, Carlo 2 Diehl, Joscha 2 Foissy, Loïc 2 Rößler, Andreas 2 Tamborrino, Massimiliano 2 Tapia, Nikolas 2 Tubikanec, Irene 1 Beck, Margaret 1 Boedihardjo, Horatio 1 Bréhier, Charles-Edouard 1 Bruned, Yvain 1 Chevyrev, Ilya 1 Colgin, Zane 1 Coutin, Laure 1 Dang-Nguyen, Stephane 1 de la Cruz Cancino, H. 1 De Vecchi, Francesco Carlo 1 Delmotte, Blaise 1 Doikou, Anastasia 1 Duan, Jinqiao 1 Friz, Peter 1 Gu, Xiaoyi 1 Hillion, Alain 1 Hong, Jialin 1 Jahnke, Tobias 1 Jimenez, Juan Carlos 1 Kamm, Kevin 1 Kastner, Felix 1 Keaveny, Eric E. 1 Kelly, Cónall 1 Khaliq, Abdul Q. M. 1 Kouritzin, Michael A. 1 Kraft, Holger 1 Krogstad, Stein 1 Lai, Rongjie 1 Lánský, Petr 1 Lay, Harold A. jun. 1 Le Caillec, Jean-Marc 1 Lejay, Antoine 1 Li, Xiaofan 1 Li, Yuhong 1 Lim, Andrew E. B. 1 Longo, Michele 1 Lord, Gabriel James 1 Malvenuto, Claudia 1 Misawa, Tetsuya 1 Morando, Paola 1 Mrongowius, Jan 1 Munthe-Kaas, Hans Z. 1 Murua, Ander 1 Oberhauser, Harald 1 Padgett, Joshua Lee 1 Pagliarani, Stefano 1 Pascucci, Andrea 1 Paycha, Sylvie 1 Piggott, Marc James 1 Preiß, Rosa 1 Reisinger, Christoph 1 Rémillard, Bruno N. 1 Reshniak, Viktor 1 Shen, Jiaqi 1 Sheng, Qin 1 Solo, Victor 1 Song, Songhe 1 Stabile, Gabriele 1 Steffensen, Mogens 1 Sun, Fandi 1 Ugolini, Stefania 1 Wang, Chenke 1 Wang, Jiani 1 Wang, Zhenru 1 Wen, Zaiwen 1 Westwood, Timothy A. 1 Wong, Bernard 1 Yao, Zhen 1 Yuan, Honglin 1 Zanna, Antonella 1 Zhan, Qingyi 1 Zhang, Liwei 1 Zhang, Liying 1 Zhou, Weien all top 5 Cited in 43 Serials 6 BIT 4 SIAM Journal on Numerical Analysis 4 Differentsial’nye Uravneniya i Protsessy Upravleniya 3 Journal of Scientific Computing 2 Journal of Mathematical Analysis and Applications 2 Applied Numerical Mathematics 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 International Journal of Theoretical and Applied Finance 1 Journal of Computational Physics 1 Journal of Mathematical Physics 1 Physica A 1 Mathematics of Computation 1 Bulletin of the London Mathematical Society 1 Journal of Algebra 1 Journal of Computational and Applied Mathematics 1 Mathematics and Computers in Simulation 1 Numerische Mathematik 1 Proceedings of the American Mathematical Society 1 Insurance Mathematics & Economics 1 Statistics & Probability Letters 1 Stochastic Analysis and Applications 1 Acta Applicandae Mathematicae 1 Physica D 1 Numerical Algorithms 1 Communications in Statistics. Theory and Methods 1 European Journal of Operational Research 1 Journal of Nonlinear Science 1 SIAM Journal on Scientific Computing 1 Annales Mathématiques Blaise Pascal 1 Advances in Computational Mathematics 1 Monte Carlo Methods and Applications 1 Mathematical Problems in Engineering 1 Vietnam Journal of Mathematics 1 Foundations of Computational Mathematics 1 Communications on Pure and Applied Analysis 1 Stochastics 1 Journal of Physics A: Mathematical and Theoretical 1 SIAM Journal on Financial Mathematics 1 Advances in Applied Mathematics and Mechanics 1 Statistics and Computing 1 East Asian Journal on Applied Mathematics 1 Proceedings of the Royal Society of London. A. Mathematical, Physical and Engineering Sciences 1 SIAM Journal on Applied Algebra and Geometry all top 5 Cited in 26 Fields 46 Probability theory and stochastic processes (60-XX) 34 Numerical analysis (65-XX) 12 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 10 Associative rings and algebras (16-XX) 7 Partial differential equations (35-XX) 6 Ordinary differential equations (34-XX) 5 Statistics (62-XX) 3 Combinatorics (05-XX) 3 Dynamical systems and ergodic theory (37-XX) 2 Nonassociative rings and algebras (17-XX) 2 Topological groups, Lie groups (22-XX) 2 Approximations and expansions (41-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Mechanics of particles and systems (70-XX) 2 Operations research, mathematical programming (90-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Algebraic geometry (14-XX) 1 Category theory; homological algebra (18-XX) 1 Integral equations (45-XX) 1 Differential geometry (53-XX) 1 Manifolds and cell complexes (57-XX) 1 Fluid mechanics (76-XX) 1 Quantum theory (81-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Systems theory; control (93-XX) Citations by Year