## 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 applications in mathematical finance **;

**- Semimartingale theory ** and ** (semi)martingale optimal transport**.

You can find my CV here.

### Publications

1. Compactness criterion for semimartingale laws and semimartingale optimal transport, to appear in **Transactions of American Mathematical Society**, *With A. Neufeld. *

2. Examples of Ito cadlag rough paths, **Proceedings of American Mathematical Society, Vol. 146, No. 11, p. 4937-- 4950**, *With D. J. Prömel. *

3. Stochastic analysis with modelled distributions, Preprint, *With D. J. Prömel and J. Teichmann. *

4. Characterization of non-linear Besov spaces, Preprint, *With D. J. Prömel and J. Teichmann. *

5. Optimal extension to Sobolev rough paths, Preprint, *With D. J. 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, Albert-Ludwig Universität 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