Concepedia

Anke Wiese

AW

Statistics

Publications

8

Citations

213

H-Index

8

Active since

2008

Affiliations

Heriot-Watt University(Current)

Maxwell Institute for Mathematical Sciences

Institute of Mathematical Sciences

Consejo Superior de Investigaciones Científicas

Université Côte d'Azur

Anke Wiese is an author at Heriot-Watt University specializing in stochastic processes, stochastic differential equations, and mathematics.

Publications per year

2008–2015

8

Publications

8

Stochastic Lie Group Integrators

Simon J. A. Malham, Anke Wiese · SIAM Journal on Scientific Computing · 2008 · 66 citations

Natural Sciences, Mathematics, Physics +17

The exponential Lie series for continuous semimartingales

Kurusch Ebrahimi‐Fard, Simon J. A. Malham, Frédéric Patras et al. · Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences · 2015 · 50 citations · Full text

Natural Sciences, Mathematics, Differential Equations +15

Efficient Strong Integrators for Linear Stochastic Systems

Gabriel J. Lord, Simon J. A. Malham, Anke Wiese · SIAM Journal on Numerical Analysis · 2008 · 31 citations

Engineering, Mathematics, Probability Theory +16

Flows and stochastic Taylor series in Itô calculus

Kurusch Ebrahimi‐Fard, Simon J. A. Malham, Frédéric Patras et al. · Journal of Physics A Mathematical and Theoretical · 2015 · 16 citations · Full text

Engineering, Mathematics, Algebra +16

Stochastic expansions and Hopf algebras

Simon J. A. Malham, Anke Wiese · 2009 · 14 citations

Natural Sciences, Computer Science, Mathematics +15

1–5 of 8