Anna Paula Kwossek, PhD

POSTDOCTORAL RESEARCHER

I am a postdoctoral researcher in the group of the START research project "Universal structures in Mathematical Finance" led by Christa Cuchiero.

 

CURRICULUM VITAE

RESEARCH ACTIVITIES

 

Office hour:

upon request

MAIN RESEARCH INTERESTS

  • Pathwise stochastic calculus
  • Rough path theory and signatures
  • Model-free finance

RESEARCH ACTIVITIES

  • Andreas Neuenkirch, Anna P. Kwossek and David J. Prömel, Stochastic differential equations driven by fractional Brownian motion: dependence on the Hurst parameter, 2025, arxiv.org/abs/2504.0486
  • Anna P. Kwossek, David J. Prömel and Josef Teichmann, Universal approximation property of neural stochastic differential equations, 2025, arxiv.org/abs/2503.16696
  • Andreas Neuenkirch, Anna P. Kwossek and David J. Prömel, Functional differential equations driven by càdlàg rough paths, 2024, arxiv.org/abs/2403.17573
  • Andrew L. Allan, Anna P. Kwossek, Chong Liu and David J. Prömel, Pathwise convergence of the Euler scheme for rough and stochastic differential equations, 2023, arxiv.org/abs/2309.16489