17,805 reputation
12659
bio website dcsc.tudelft.nl/~itkachev
location Leiden, Netherlands
age 26
visits member for 3 years, 3 months
seen Apr 16 at 11:32

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.


Mar
26
asked Pseudometrics and non-expansive maps
Mar
26
accepted Measurability of level sets of measures
Mar
25
revised Prove the converse of convolution theorem
edited tags
Mar
24
comment Measurability of a particular map
@Michael: how would you suggest reducing my problems to the product of kernels - that's what I thought of, but didn't manage to do. Do you mean that the first kernel is $x\mapsto \delta x$ and the second one is $p \mapsto p$?
Mar
24
asked Measurability of a particular map
Mar
24
answered Measurability of level sets of measures
Mar
24
revised Why universally and not just Borel policies
added 4 characters in body
Mar
21
comment Measurability of level sets of measures
@DaveL.Renfro: thanks, that answers affirmatively the part regarding analytically measurable set $B$.
Mar
21
asked Measurability of level sets of measures
Mar
19
revised Measurability of one set of measures
added 185 characters in body
Mar
18
comment Measurability of one set of measures
@user126154: I don't think there is a natural topology on the powerset, or that the powerset is Borel space in this topology. Anyway, I wouldn't expect your set to be analytic. I think the proof is easier and connects to this question of mine.
Mar
18
comment Measurability of one set of measures
@user126154: Thanks, I am actually working on the idea of representing the set of $J$-feasible measures as a pre-image of $J$. However, I am not sure whether you method works: if $F$ is a disintegration operator, its codomain is not $X\times \mathcal P(Y)$, rather it is a subset of $\mathcal P(Y)^X$
Mar
18
comment Measurability of one set of measures
@user126154: here are some definitions of analytic sets. You can think of it as a set obtained as a continuous image (e.g. a projection) of a Borel set. It is not necessarily Borel, but it belongs to a completion of a Borel $\sigma$-algebra w.r.t. any Borel probability measure.
Mar
18
asked Measurability of one set of measures
Mar
16
answered Limit of a monotone function
Mar
16
comment Limit of a monotone function
@GitGud: regarding your last comment. K-T itself says that the set of fixpoint is a complete lattice, so there exists the greatest fixpoint - I don't really see why do you need to show this using K-T. Anyways, existence of the greatest fixpoint is something I knew about. My OP contains quite a different question, though - do you know how to approach it?
Mar
16
revised Limit of a monotone function
added 51 characters in body
Mar
16
revised Limit of a monotone function
added 72 characters in body
Mar
16
asked Limit of a monotone function
Mar
15
accepted Monotonicity of an optimizer