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.
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.
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