## 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

Department of Math, ETH Zürich

Zürich Graduate School in Mathematics