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Anke Wiese

Identifiers

  • name variant Anke Wiese 0.60 · backfill

Papers (12)

  1. Stochastic analysis & discrete quantum systems math-ph · 2018 · author #3
  2. Algebraic Structures and Stochastic Differential Equations driven by Levy processes math.PR · 2016 · author #4
  3. The exponential Lie series for continuous semimartingales math.PR · 2015 · author #4
  4. Flows and stochastic Taylor series in Ito calculus math.PR · 2015 · author #4
  5. Levy Processes and Quasi-Shuffle Algebras math.PR · 2013 · author #4
  6. Algebraic structure of stochastic expansions and efficient simulation math.NA · 2011 · author #5
  7. Efficient almost-exact Levy area sampling math.PR · 2011 · author #2
  8. An introduction to SDE simulation math.NA · 2010 · author #2
  9. Stochastic expansions and Hopf algebras math.PR · 2008 · author #2
  10. Chi-square simulation of the CIR process and the Heston model q-fin.CP · 2008 · author #2
  11. Efficient strong integrators for linear stochastic systems math.NA · 2007 · author #3
  12. Stochastic Lie group integrators math.NA · 2007 · author #2

Mentions

  • 1311.1683 #4 · backfill · confidence 0.70 Anke Wiese
  • 1112.5571 #5 · backfill · confidence 0.70 Anke Wiese
  • 1107.0151 #2 · backfill · confidence 0.70 Anke Wiese
  • 1004.0646 #2 · backfill · confidence 0.70 Anke Wiese
  • 0805.2340 #2 · backfill · confidence 0.70 Anke Wiese
  • 0802.4411 #2 · backfill · confidence 0.70 Anke Wiese
  • 0708.2850 #3 · backfill · confidence 0.70 Anke Wiese
  • 0704.0022 #2 · backfill · confidence 0.70 Anke Wiese

Frequent Coauthors