Chong Liu

I am a PhD Student of Josef Teichmann at ETH Zürich.
My current research interests are focused on Rough path theory, Regularity structures and their (maybe possible) applications in mathematical finance . I'm also interested in semimartingale theory and (semi)martingale optimal transport. You can find my CV here.

  • Publications

    Compactness criterion for semimartingale laws and semimartingale optimal transport, to appear in Transactions of the AMS, With A. Neufeld.
    Examples of Ito cadlag rough paths, to appear in Proceedings of the AMS, With D. Prömel.
    Stochastic analysis with modelled distributions, Preprint, With D. Prömel and J. Teichmann.
    Characterization of non-linear Besov spaces, Preprint, With D. Prömel and J. Teichmann.

  • Education

    02.2015 --:   Ph.D student in Mathematics, ETH Zürich
    09.2012 -- 12.2014:   Master in Applied Mathematics, ETH Zürich
    10.2009 -- 08.2012:   Bachelor in Mathematics, Univeristy Freiburg
    09.2005 -- 07.2009:   Bachelor in German, East China University of Science and Technology

  • Some links

    Insurance Mathematics and Stochastic Finance Group at ETH Zürich
    D-MATH, ETH Zürich
    Zürich Graduate School in Mathematics