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Mathematics
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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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Top Posts (910) All Questions Answers | Votes Newest

59 Prove that $(1 - \frac{1}{n})^{-n}$ converges to $e$ Nov 14 '11
48 Pen, pencils and paper to write math [closed] May 23 '12
45 Prove that $\lim \limits_{n \to \infty} \frac{x^n}{n!} = 0$, $x \in \Bbb R$. Oct 31 '11
45 Is the derivative the natural logarithm of the left-shift? Jun 24 '13
30 Can $\sum_{x \in [0,1]} e^x$ be represented as an integral? Jul 11 '13
26 Measure of reals in $[0,1]$ which don't have $4$ in decimal expansion Oct 27 '11
23 Continuity of the function $x\mapsto d(x,A)$ on a metric space Jul 1 '11
17 Root or zero…which to use when? Nov 16 '11
17 Is the sum of convex functions on different domains convex? Aug 5 '11
17 How the Ornstein–Uhlenbeck process can be considered as the continuous-time analogue of the discrete-time AR(1) process? Mar 29 '13
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