DrAnna Aksamit

Dr Aksamit’s research interests lie in probability theory, stochastic processes, and mathematical finance, with a focus on information and uncertainty in financial modelling. She has contributed to the theory of enlargement of filtrations, including results beyond standard continuity assumptions, advances in the study of arbitrage, the development of an optional semimartingale decomposition, and the identification of a new class of random times relevant for information modelling. She has also worked on robust finance, studying pricing and hedging under information asymmetry and model uncertainty. Through collaborations, her research has extended to areas such as mean field games, green finance, and quasi-birth-and-death processes, and she has supervised and mentored students and researchers across these topics. Her research aligns with the Faculty of Science Research Strengths - Understanding the Universe, Fundamental Laws of Nature, Complex Systems, Data and Decisions.