Anke Wiese
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Person:2295524
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Applications of Grassmannian flows to coagulation equations Physica D | 2023-06-13 | Paper |
| Time evolution in quantum systems and stochastics Quantum Theory and Symmetries | 2021-08-27 | Paper |
| Series Expansions and Direct Inversion for the Heston Model SIAM Journal on Financial Mathematics | 2021-05-17 | Paper |
| Stochastic analysis \& discrete quantum systems Nuclear Physics B | 2020-02-13 | Paper |
| Algebraic structures and stochastic differential equations driven by Lévy processes Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2019-11-19 | Paper |
| Applications of Grassmannian flows to integrable systems | 2019-05-13 | Paper |
| The exponential Lie series for continuous semimartingales Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2017-09-29 | Paper |
| Algebraic structure of stochastic expansions and efficient simulation Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2017-09-29 | Paper |
| Lévy processes and quasi-shuffle algebras Stochastics | 2016-06-10 | Paper |
| Flows and stochastic Taylor series in Itô calculus Journal of Physics A: Mathematical and Theoretical | 2016-01-15 | Paper |
| Efficient almost-exact Lévy area sampling Statistics \& Probability Letters | 2014-06-11 | Paper |
| Chi-square simulation of the CIR process and the Heston model International Journal of Theoretical and Applied Finance | 2013-07-24 | Paper |
| Stochastic expansions and Hopf algebras Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2010-10-02 | Paper |
| An introduction to SDE simulation | 2010-04-05 | Paper |
| Efficient strong integrators for linear stochastic systems SIAM Journal on Numerical Analysis | 2010-01-06 | Paper |
| Optimal Investment and Bounded Ruin Probability: Constant Portfolio Strategies and Mean-variance Analysis ASTIN Bulletin | 2009-06-25 | Paper |
| Stochastic Lie Group Integrators SIAM Journal on Scientific Computing | 2009-03-27 | Paper |
Research outcomes over time
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