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Author ID: wiese.anke Recent zbMATH articles by "Wiese, Anke"
Published as: Wiese, Anke

Publications by Year

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 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

Citations by Year