658 reputation
418
bio website dcsc.tudelft.nl/~itkachev
location Leiden, Netherlands
age 26
visits member for 3 years, 11 months
seen Nov 9 at 13:13

I am a PhD student at TU Delft, working in applied probability and stochastic optimal control. My current focus is on approximate model-checking of stochastic systems via bisimulations (a part of computer science). I am interested in a wide field of applications, in particular in some areas of finance, such as risk theory.


Mathematics 19,574 rep 23066
Quantitative Finance 1,049 rep 423
MathOverflow 658 rep 418
TeX - LaTeX 357 rep 1616
Theoretical Computer Science 252 rep 110

147 Votes Cast

all time   by type  
142 up 77 question
5 down 70 answer