Princess Beatrice cried "tears of relief" when her daughter Athena was born

In an essay for British Vogue, the princess - who has Sienna, three, and Athena, two months, with husband Edoardo Mapelli Mozzi - wrote: "I was very fortunate to be monitored closely by a medical team and I'm extremely aware of how lucky I am.

"This is a driving force in me to do as much as possible to help where I can. Athena arrived healthy, a few weeks before her due date. She was so tiny it took more than a few weeks for the tears of relief to dry and for life with our healthy baby to feel real. Her feet were so small - almost the same size as the paws on one of my older daughter's soft bunnies."

Beatrice revealed that her baby girl is now "doing really well". However, the princess is determined to support other women who are going through similar experiences.

She shared: "I'm extremely pleased to let you know Athena is now doing really well, I have a few more answers as to what happened, but still no precise explanation.

"Looking back over those months of sheer worry, I am filled with a sense of determination that more can be done to help others find answers to those questions around the complications that can lead to preterm birth - questions that defined my days (and nights) during pregnancy."

Buckingham Palace announced the birth of baby Athena in late January.

The Palace said at the time: "Her Royal Highness Princess Beatrice and Mr Edoardo Mapelli Mozzi are delighted to announce the safe arrival of their daughter, Athena Elizabeth Rose Mapelli Mozzi, born on Wednesday, 22nd January, at 12.57pm, at Chelsea and Westminster Hospital, London.

"The baby was born weighing four pounds and five ounces.

"Their Majesties The King and Queen and other members of the royal family have all been informed and are delighted with the news."