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Ilya

Leiden, Netherlands

http://www.dcsc.tudelft.nl/~itkachev/

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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64
Prove that $\lim \limits_{n \to \infty} \frac{x^n}{n!} = 0$, $x \in \Bbb R$.
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62
Prove that $(1 - \frac{1}{n})^{-n}$ converges to $e$
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50
Is the derivative the natural logarithm of the left-shift?
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37
Measure of reals in $[0,1]$ which don't have $4$ in decimal expansion
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34
How the Ornstein–Uhlenbeck process can be considered as the continuous-time analogue of the discrete-time AR(1) process?
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30
Can $\sum_{x \in [0,1]} e^x$ be represented as an integral?
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21
Space of probability measures "complete"? (In the other sense)
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20
Root or zero...which to use when?
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19
Is there a rule of integration that corresponds to the quotient rule?
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18
Is the sum of convex functions on different domains convex?
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16
"Strict" Monotonicity of Integral
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16
What distinguishes measure theory and probability theory?
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16
Partial differential equations in "pure mathematics"
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16
Derivative of product of three functions: product rule
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16
Curious about math and Soviet Union
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15
Finding $\lim \limits_{x \to 0} \frac{1 - \cos x}{x}$, given $\lim \limits_{x \to 0} \frac{\sin x}{x} = 1$
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14
Probability and measure theory
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14
If $P(A)=0$ then $A=\emptyset $?
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14
What is the difference between open ball and neighborhood in real analysis?
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13
Why there's difference between $\forall x \in T\ \exists y \in S\ F(x,y)$ and $\exists y \in S\ \forall x \in T\ F(x,y)$
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13
measurability of supremum of a class of functions
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13
Does $\bigcap_{n=1}^{+\infty}(-\frac{1}{n},\frac{1}{n}) = \varnothing$?
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12
Prove an Equivalent Criteria for $\sigma$-finite measures.
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12
Can a norm take infinite value? For example, $\|\cdot \|_1$?
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12
what's the difference between RDE and SDE?
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12
Continuous versus differentiable
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12
How can I calculate this limit: $\lim\limits_{x\to 0} x\left\lfloor\frac{1}{x}\right\rfloor$?
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11
$\lim\limits_{x\to\infty } \frac{\ln x}{\sqrt{x}\,{\sin{x}}}$
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11
How to solve $x\cdot\mathrm e^x=1$?
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11
Use stochastic calculus (Ito's lemma) to compute the expectation
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