#anchor causes strangely placed <p> tags

This muse snippet:

#Surjective

*** Surjective function
 - From http://en.wikipedia.org/wiki/Surjective_function
 - See also http://mathworld.wolfram.com/Surjection.html

generates the following HTML:

<p><a name="Surjective" id="Surjective"></a>
<h4>Surjective function</h4>
<ul>
<li>From <a href="http://en.wikipedia.org/wiki/Surjective_function">http://en.wikipedia.org/wiki/Surjective_function</a></li>

<li>See also <a href="http://mathworld.wolfram.com/Surjection.html">http://mathworld.wolfram.com/Surjection.html</a></p></li>
</ul>

Note that the <p> tags are placed incorrectly.  Is this a bug, or am I
not using anchors properly?

Regards
Stéfan