刘冲｜安庆师范大学｜学者主页

2026

The $L^q$-bounds for Derivatives of Unitary Developments of Random Continuous Geometric Rough Paths

Chong Liu, Zijiu Lyu, Hao Ni

2026

Signature inversion of $C^1-$axial linear curves

Chong Liu, Shi Wang

2025

Pathwise analysis of log-optimal portfolios

Andrew L. Allan, Anna P. Kwossek, Chong Liu, David J. Prömel

2024

幂指数驱动的非线性灰色Bernoulli模型及应用

班燕冬，刘冲，江建明

《数学的实践与认识》

2023

Optimal Stopping via Distribution Regression: a Higher Rank Signature Approach

Blanka Horvath, M. Lemercier, Chong Liu, Terry Lyons, Cristopher Salvi

2023

A Transfer Principle: Universal Approximators Between Metric Spaces From Euclidean Universal Approximators

Anastasis Kratsios, Chong Liu, M. Lassas, M. D. de Hoop, Ivan Dokmanić

arXiv.org

DOI

2023

Pathwise convergence of the Euler scheme for rough and stochastic differential equations

Andrew L. Allan, Anna P. Kwossek, Chong Liu, David J. Prömel

arXiv.org

DOI

2021

A Sobolev rough path extension theorem via regularity structures

Chong Liu, David J. Prömel, J. Teichmann

E S A I M: Probability & Statistics

DOI

2021

A càdlàg rough path foundation for robust finance

Andrew L. Allan, Chong Liu, David J. Prömel

Finance and Stochastics

DOI

2020

Adapted topologies and higher rank signatures

Patric Bonnier, Chong Liu, Harald Oberhauser

The Annals of Applied Probability

DOI

2020

On Sobolev rough paths

Chong Liu, David J. Prömel, J. Teichmann

DOI

2020

Supermartingale deflators in the absence of a numéraire

Philipp Harms, Chong Liu, Ariel Neufeld

Mathematics and Financial Economics

DOI

2020

Stochastic analysis with modelled distributions

Chong Liu, David J. Prömel, J. Teichmann

Stochastics and Partial Differential Equations: Analysis and Computations

DOI

2020

C\`adl\`ag Rough Differential Equations with Reflecting Barriers

Andrew L. Allan, Chong Liu, David J. Prömel

DOI

2019

A tale of two minimization problems: Semimartingale transportation and rough paths lifts

Chong Liu

DOI

2018

Characterization of nonlinear Besov spaces

Chong Liu, David J. Prömel, J. Teichmann

Transactions of the American Mathematical Society

DOI

2018

Optimal Extension to Sobolev Rough Paths

Chong Liu, David J. Prömel, J. Teichmann

Potential Analysis

DOI

2017

近圆轨道卫星过顶时间预报的数学模型

刘冲，沈振中，江婷，丁紫玉

《数学的实践与认识》

2017

Examples of Itô càdlàg rough paths

Chong Liu, David J. Prömel

Proceedings of the American Mathematical Society

DOI

2016

改进的GM(1,1)模型在商品进出口贸易问题中的应用

杨翠，刘冲

《安庆师范大学学报(自然科学版)》

2016

Compactness criterion for semimartingale laws and semimartingale optimal transport

Chong Liu, Ariel Neufeld

Transactions of the American Mathematical Society

DOI

2015

灰色模型优化改进及其在人口城镇化问题上的应用

杨翠，刘冲，吕文华

《安庆师范大学学报(自然科学版)》

2015

收入与物价关系的灰预测分析

刘冲，杨翠，许兰喜

《数学的实践与认识》

2013

基于灰色理论模型的人口城镇化的分析

刘冲，杨翠

《安庆师范大学学报(自然科学版)》

刘冲

精选作品

期刊论文

The $L^q$-bounds for Derivatives of Unitary Developments of Random Continuous Geometric Rough Paths

Signature inversion of $C^1-$axial linear curves

Pathwise analysis of log-optimal portfolios

幂指数驱动的非线性灰色Bernoulli模型及应用

Optimal Stopping via Distribution Regression: a Higher Rank Signature Approach

A Transfer Principle: Universal Approximators Between Metric Spaces From Euclidean Universal Approximators

Pathwise convergence of the Euler scheme for rough and stochastic differential equations

A Sobolev rough path extension theorem via regularity structures

A càdlàg rough path foundation for robust finance

Adapted topologies and higher rank signatures

On Sobolev rough paths

Supermartingale deflators in the absence of a numéraire

Stochastic analysis with modelled distributions

C\`adl\`ag Rough Differential Equations with Reflecting Barriers

A tale of two minimization problems: Semimartingale transportation and rough paths lifts

Characterization of nonlinear Besov spaces

Optimal Extension to Sobolev Rough Paths

近圆轨道卫星过顶时间预报的数学模型

Examples of Itô càdlàg rough paths

改进的GM(1,1)模型在商品进出口贸易问题中的应用

Compactness criterion for semimartingale laws and semimartingale optimal transport

灰色模型优化改进及其在人口城镇化问题上的应用

收入与物价关系的灰预测分析

基于灰色理论模型的人口城镇化的分析