Dr. Anna Paula Kwossek, B.Sc. M.Sc.

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

CURRICULUM VITAE

RESEARCH ACTIVITIES

Office hour:

upon request

PUBLICATIONS

• Andrew L. Allan, Anna P. Kwossek, Chong Liu and David J. Prömel, Pathwise convergence of the Euler scheme for rough and stochastic differential equations, Journal of the London Mathematical Society (112), 2025, doi.org/10.1112/jlms.70297 
• Andrew L. Allan, Anna P. Kwossek, Chong Liu and David J. Prömel, Pathwise analysis of log-optimal portfolios, 2025, arxiv.org/abs/2507.18232
• Purba Das, Anna P. Kwossek and David J. Prömel, A rough path approach to pathwise stochastic integration à la Föllmer, 2025, arxiv.org/abs/2507.17363
• Andreas Neuenkirch, Anna P. Kwossek and David J. Prömel, Functional differential equations driven by càdlàg rough paths, Electronic Journal of Probability (30), 2025, doi.org/10.1214/25-EJP1381
• 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/2504.04860
• Anna P. Kwossek, David J. Prömel and Josef Teichmann, Universal approximation property of neural stochastic differential equations, 2025, arxiv.org/abs/2503.16696