Anna Aksamit

Dr. Anna Aksamit is a Lecturer in the School of Mathematics and Statistics at the University of Sydney. Her research focuses on mathematical finance and stochastic processes, particularly the theoretical foundations of information modeling in financial markets. She specializes in enlargement of filtration theory, arbitrage detection, and stochastic control under uncertainty. Notably, she co-authored the book Enlargement of Filtration with Finance in View (2017), which explores applications of filtration theory in financial modeling.

Her work includes collaborations on projects such as 'Information and Uncertainty in Financial Modelling' (2024) and 'Can green investors drive the transition to a low emissions economy?' (2022), funded by the University of Sydney and the Australian Research Council. She has published extensively in top-tier journals like Finance and Stochastics and Stochastic Processes and their Applications, addressing topics ranging from robust pricing-hedging duality to sensitivity analysis of stochastic processes.

Aksamit’s contributions span both theoretical advancements (e.g., martingale representations, random times decomposition) and applied finance (e.g., green finance frameworks, mean-field games for sustainable finance). No scientific awards are explicitly listed in her profile, though her research has been recognized through multiple grant awards. She holds a doctoral thesis titled Random Times, Enlargement of Filtration and Arbitrages (2014) from Université d'Evry Val d'Essonne.