19,016 reputation
23065
bio website dcsc.tudelft.nl/~itkachev
location Leiden, Netherlands
age 26
visits member for 3 years, 9 months
seen Oct 4 at 8:24

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.


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Mathematics 19,016 rep 23065
Quantitative Finance 1,039 rep 423
MathOverflow 658 rep 418
TeX - LaTeX 352 rep 1615
Theoretical Computer Science 252 rep 110

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