Anke Wiese

Anke Wiese is an Associate Professor at the School of Mathematical & Computer Sciences, Heriot-Watt University, within the Actuarial Mathematics & Statistics department. Prior to her academic roles, she worked in risk management in the financial services industry and held positions at the University of Hamburg and the University of Karlsruhe (now KIT). She earned her PhD from the University of Karlsruhe, Germany.

Her research focuses on stochastic systems, particularly developing methods for solving stochastic differential equations (SDEs) while preserving qualitative characteristics. Key areas include algebraic structures of SDEs, integration methods for SDEs with jumps, and applications in computational finance. She bridges mathematical disciplines such as stochastic analysis, algebra, and quantum stochastics.

Recent publications explore Grassmannian flows in coagulation systems, integrable equations via Pöppe triples, and efficient inversion techniques in the Heston model. Her work emphasizes numerical methods, stochastic processes, and interdisciplinary applications.

Dr. Wiese actively supervises PhD students and welcomes inquiries for doctoral applications. Her research has been published in journals like Physica D, SIAM Journal on Financial Mathematics, and the Proceedings of the Royal Society A.