21,085 reputation
23270
bio website dcsc.tudelft.nl/~itkachev
location Leiden, Netherlands
age 27
visits member for 4 years
seen 9 hours ago

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 21,085 rep 23270
Quantitative Finance 1,084 rep 423
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