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

•  Institute of Insurance Science,

associate editor for the journal

• Stochastics and Dynamics,

principal investigator in the

• Eliteprogramm für Postdocs der Baden-Württemberg Stiftung,

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

• Hegselmann-Krause model with environmental noise,
  with Li Chen and Paul Nikolaev, to appear in Trans. Amer. Math. Soc., 2024+.
• Pathwise uniqueness for singular stochastic Volterra equations with Hölder coefficients,
  with David Scheffels, to appear in Stoch. PDE: Anal. Comp., 2024+.
• 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.
• 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.
• On the existence of weak solutions to stochastic Volterra equations,
  with David Scheffels, Electron. Commun. Probab., vol. 28, no. 52, p. 1--12, 2023.
• Model-free Portfolio Theory: A Rough Path Approach,
  with Andrew L. Allan, Christa Cuchiero, Chong Liu, Math. Finance, vol. 33, no. 3, p. 709--765, 2023.
• Stochastic Volterra equations with Hölder diffusion coefficients,
  with David Scheffels, Stoch. Process. Appl., vol. 161, p.  291--315, 2023.
• Optimal extension to Sobolev rough paths,
  with Chong Liu and Josef Teichmann, Potential Anal. 59, vol. 59, p. 1399--1424, 2023.
• A Sobolev rough path extension theorem via regularity structures,
  with Chong Liu and Josef Teichmann, ESAIM Probab. Stat., vol 27, p. 136--155, 2023.
• One-dimensional game-theoretic differential equations,
  with Rafał M. Łochowski and Nicolas Perkowski. Int. J. Approx. Reason.: Probability and Statistics: Foundations and History. In honor of Glenn Shafer, vol. 141, p. 11--27, 2022.
• Càdlàg rough differential equations with reflecting barriers,
  with Andrew L. Allan and Chong Liu, Stoch. Process. Appl., vol. 142, p. 79--104, 2021.
• Paracontrolled distribution approach to stochastic Volterra equations,
  with Mathias Trabs, J. Differential Equations, vol. 302, p. 222--272, 2021.
• 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.
• Martingale Optimal Transport Duality, 
  with Patrick Cheridito, Matti Kiiski and H. Mete Soner,  Math. Ann., vol. 379, no. 3–4, p. 1685--1712 , 2021.
• Stochastic Analysis with Modelled Distributions,
  with Chong Liu and Josef Teichmann, Stoch. PDE: Anal. Comp., vol. 9, no. 2, p. 343--379, 2021.
• On Sobolev rough paths,
  with Chong Liu and Josef Teichmann, J. Math. Anal. Appl., vol. 497, no. 1, 124876, 2021.
• 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.
• Characterization of non-linear Besov spaces,
  with Chong Liu and Josef Teichmann, Trans. Amer. Math. Soc., vol. 373, no. 1, p. 529–550, 2020.
• 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.
• 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.
• A superhedging approach to stochastic integration,
  with Rafał M. Łochowski and Nicolas Perkowski, Stoch. Process. Appl., vol. 128, no. 12, p. 4078–4103, 2018.
• 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.
• Examples of Itô càdlàg rough paths,
  with Chong Liu, Proc. Amer. Math. Soc., vol. 146, no. 11, p. 4937-4950, 2018.
• 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.
• Rough differential equations driven by signals in Besov spaces,
  with Mathias Trabs, J. Differential Equations, vol. 260, no. 6, p. 5202-5249, 2016.
• Pathwise stochastic integrals for model free finance,
  with Nicolas Perkowski, Bernoulli, vol. 22, no. 4, p. 2486-2520, 2016.
• Existence of Levy's area and pathwise integration,
  with Peter Imkeller, Commun. Stoch. Anal., vol. 9, no. 1, p. 93–111, 2015.
• 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.
• 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.