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Ilya

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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60 Prove that $(1 - \frac{1}{n})^{-n}$ converges to $e$ Nov 14 '11
56 Prove that $\lim \limits_{n \to \infty} \frac{x^n}{n!} = 0$, $x \in \Bbb R$. Oct 31 '11
51 Pen, pencils and paper to write math [closed] May 23 '12
47 Is the derivative the natural logarithm of the left-shift? Jun 24 '13
32 Measure of reals in $[0,1]$ which don't have $4$ in decimal expansion Oct 27 '11
30 Can $\sum_{x \in [0,1]} e^x$ be represented as an integral? Jul 11 '13
25 Continuity of the function $x\mapsto d(x,A)$ on a metric space Jul 1 '11
24 How the Ornstein–Uhlenbeck process can be considered as the continuous-time analogue of the discrete-time AR(1) process? Mar 29 '13
19 Space of probability measures “complete”? (In the other sense) Jan 31 '13
18 A lady and a monster Apr 5 '11
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