You can say "in" or "with", but you need a little bit of pre contextual text to make it more natural. Like in the two examples given one person uses "in" and the other uses "with". Neither is more correct than the other. Or you can keep it minimal and just say "in my studies" or "with my studies" I think "with" is probably more common and instinctive for native speakers. But Shimei's sentence is very good and still natural and so is Andrews sentence.

My teacher always helps me to solve the problems that I come across in my studies. Good work!

Thanks

Me teacher helps me to solve any problems that I may have with my studies. :)