Is it possible to continue a PhD program in a different university (PhD transfer)
In the USA it is a fairly common practice though normally a student follows his adviser to another university rather than runs away from him. I'm not so sure about Europe (the rules of the game are somewhat different there) but in any case you should make a few inquiries: first, you should talk to the graduate program director (or someone equivalent) at the place you intend to transfer to about whether they currently accept transfer (or any) graduate students and on what terms (the answers may vary dramatically from one university to another) and second you should contact a potential adviser to make sure that it is fine with him/her (I guess you do not want to start it all over again because otherwise you may just as well wait 3 years where you are, and not everybody would be interested in reading and correcting a thesis on the topic given and supervised by somebody else). Normally, if these two key people give you the green light, the rest is fairly routine (again, in the States).