Currently, I am director of Department III (Actuarial Mathematics) at the

•  Institute of Insurance Science,

affiliated to 

• King's College London, Department of Mathematics,

associate editor for the journal

• Stochastics and Dynamics,

as well as the deputy equal opportunities officer of the Mannheim School of Computer Science and Mathematics.

2023- now     Full professor (W3) at University of Mannheim
2019–2023     Assistant professor (tenure-track) at University of Mannheim
2017–2019     Lecturer at University of Oxford
2015–2017     Postdoctoral researcher at ETH Zürich
                          with Prof. Josef Teichmann
2012–2015     Ph.D. student at Humboldt-Universität zu Berlin
                          supervisor: Prof. Peter Imkeller
2010–2011     Studies in mathematics at Imperial College London
2007–2012     Studies in mathematics with economics at Humboldt-Universität zu Berlin

1. Neural stochastic Volterra equations: learning path-dependent dynamics,
   with Martin Bergerhausen and David Scheffels, to appear J. Mach. Learn., 2025+.
2. Pathwise convergence of the Euler scheme for rough and stochastic differential equations,
   with Andrew L. Allan, Anna P. Kwossek and Chong Liu, J. London Math. Soc., vol. 112, no. 3, e70297, 2025.
3. Functional differential equations driven by càdlàg rough paths,
   with Anna P. Kwossek and Andreas Neuenkirch, Electron. J. Probab., vol. 30, no. 117, p. 1--32, 2025.
4. Characterization of Besov spaces with dominating mixed smoothness by differences,
   with Paul Nikolaev and Mathias Trabs, Math. Nachr., vol. 298, no. 7, p. 2116--2151, 2025.
5. Hegselmann-Krause model with environmental noise,
   with Li Chen and Paul Nikolaev, Trans. Amer. Math. Soc., vol. 378, no. 1, p. 308--366, 2025.
6. Pathwise uniqueness for singular stochastic Volterra equations with Hölder coefficients,
   with David Scheffels, Stoch. PDE: Anal. Comp., vol. 13, p. 527--567, 2025.
7. Well-posedness of diffusion-aggregation equations with bounded kernels and their mean-field approximations,
   with Li Chen and Paul Nikolaev, Math. Methods Appl. Sci., vol. 47, no. 11, p. 9222--9248, 2024.
8. A Càdlàg Rough Path Foundation for Robust Finance,
   with Andrew L. Allan and Chong Liu, Finance Stoch., vol. 28, no. 1, p. 215--257, 2024.
9. On the existence of weak solutions to stochastic Volterra equations,
   with David Scheffels, Electron. Commun. Probab., vol. 28, no. 52, p. 1--12, 2023.
10. Model-free Portfolio Theory: A Rough Path Approach,
    with Andrew L. Allan, Christa Cuchiero, and Chong Liu, Math. Finance, vol. 33, no. 3, p. 709--765, 2023.
11. Stochastic Volterra equations with Hölder diffusion coefficients,
    with David Scheffels, Stoch. Process. Appl., vol. 161, p.  291--315, 2023.
12. Optimal extension to Sobolev rough paths,
    with Chong Liu and Josef Teichmann, Potential Anal. 59, vol. 59, p. 1399--1424, 2023.
13. A Sobolev rough path extension theorem via regularity structures,
    with Chong Liu and Josef Teichmann, ESAIM Probab. Stat., vol. 27, p. 136--155, 2023.
14. One-dimensional game-theoretic differential equations,
    with Rafał M. Łochowski and Nicolas Perkowski. Int. J. Approx. Reason., vol. 141, p. 11--27, 2022.
15. Càdlàg rough differential equations with reflecting barriers,
    with Andrew L. Allan and Chong Liu, Stoch. Process. Appl., vol. 142, p. 79--104, 2021.
16. Paracontrolled distribution approach to stochastic Volterra equations,
    with Mathias Trabs, J. Differential Equations, vol. 302, p. 222--272, 2021.
17. Local times and Tanaka-Meyer formulae for cadlag paths,
    with Rafał Łochowski, Jan Obłój, and Pietro Siorpaes, Electron. J. Probab., vol. 26, no. 77, p. 1--29, 2021.
18. Martingale Optimal Transport Duality, 
    with Patrick Cheridito, Matti Kiiski and H. Mete Soner, Math. Ann., vol. 379, no. 3–4, p. 1685--1712 , 2021.
19. Stochastic Analysis with Modelled Distributions,
    with Chong Liu and Josef Teichmann, Stoch. PDE: Anal. Comp., vol. 9, no. 2, p. 343--379, 2021.
20. On Sobolev rough paths,
    with Chong Liu and Josef Teichmann, J. Math. Anal. Appl., vol. 497, no. 1, 124876, 2021.
21. Existence and uniqueness results for time-inhomogeneous time-change equations and Fokker-Planck equations,  
    with Leif Döring, Lukas Gonon and Oleg Reichmann, J. Theoret. Probab. 34, no. 1, p. 173–205, 2021.
22. Characterization of non-linear Besov spaces,
    with Chong Liu and Josef Teichmann, Trans. Amer. Math. Soc., vol. 373, no. 1, p. 529–550, 2020.
23. On Skorokhod Embeddings and Poisson Equations,
    with Leif Döring, Lukas Gonon and Oleg Reichmann, Ann. Appl. Probab., vol. 29, no. 4, p. 2302-2337, 2019.
24. Duality for pathwise superhedging in continuous time,
    with Daniel Bartl, Michael Kupper and Ludovic Tangpi, Finance Stoch., vol. 23, no. 3, p. 697–728, 2019.
25. A superhedging approach to stochastic integration,
    with Rafał M. Łochowski and Nicolas Perkowski, Stoch. Process. Appl., vol. 128, no. 12, p. 4078–4103, 2018.
26. Rough path metrics on a Besov-Nikolskii type scale,
    with Peter K. Friz, Trans. Amer. Math. Soc., vol. 370, no. 12, p. 8521-8550, 2018.
27. Examples of Itô càdlàg rough paths,
    with Chong Liu, Proc. Amer. Math. Soc., vol. 146, no. 11, p. 4937-4950, 2018.
28. Pathwise super-replication via Vovk's outer measure,
    with Mathias Beiglböck, Alexander M. G. Cox, Martin Huesmann and Nicolas Perkowski, Finance Stoch., vol. 21, no. 4, p. 1141-1166, 2017.
29. Rough differential equations driven by signals in Besov spaces,
    with Mathias Trabs, J. Differential Equations, vol. 260, no. 6, p. 5202-5249, 2016.
30. Pathwise stochastic integrals for model free finance,
    with Nicolas Perkowski, Bernoulli, vol. 22, no. 4, p. 2486-2520, 2016.
31. Existence of Levy's area and pathwise integration,
    with Peter Imkeller, Commun. Stoch. Anal., vol. 9, no. 1, p. 93–111, 2015.
32. An FBSDE approach to the Skorokhod embedding problem for Gaussian processes with non-linear drift,
    with Alexander Fromm and Peter Imkeller, Electron. J. Probab., vol. 20, no. 127, 1–38, 2015.
33. Local times for typical price paths and pathwise Tanaka formulas,
    with Nicolas Perkowski, Electron. J. Probab., vol. 20, no. 46, p. 1–15, 2015.

• Continuity of the Ito map on Nikolskii spaces, with Peter K. Friz, MFO Report No. 24/2016.
• Stochastic Analysis with Modelled Distributions, with Josef Teichmann, MFO Report No. 24/2016.

• Robust Stochastic Analysis with Applications, 2015, PhD thesis;
  supervisor: Peter Imkeller.
• Minimal Supersolutions for non-Markovian BSDEs, 2012, Diploma thesis;
  supervisor: Peter Imkeller.