Aria Ahari

I am a PhD student on the Warwick Mathematics and Statistics CDT programmeLink opens in a new window, working under the joint supervision of Dr.Larbi AliliLink opens in a new window and Dr.Massimiliano TamborrinoLink opens in a new window. I have recently passed my PhD defense (Viva) with minor corrections. My research interest lies in probability theory with focus on solving boundary crossing problems for stochastic processes.

Publications and working papers

• Ahari, A. Alili, L. and Tamborrino, M. (2025). Boundary crossing problems and functional transformations
  for Ornstein-Uhlenbeck processes. Journal of Applied Probability, 62(1), pp. 395–421. https://doi.org/10.1017/jpr.2024.58Link opens in a new window
• Ahari, A. Alili, L. and Tamborrino, M. Martingales, laws of large numbers and last passage times for processes with independent increments. Manuscript in preparation.

PhD thesis

• Ahari, A .(2024). Boundary crossing problems for one-dimensional Markov processes to moving boundaries. PhD thesis, University of Warwick. https://wrap.warwick.ac.uk/id/eprint/193894/Link opens in a new window

Talks and conferences presented

• Young researcher's meeting (YRM).Link opens in a new window Warwick University. 01/2023.
• 3rd International Workshop on Stochastic processes and their applications.Link opens in a new window 01/2023.
• 10th International Workshop on Applied Probability (IWAP)Link opens in a new window,Thessaloniki (Greece). 06/2023.
• Applied Probability SeminarsLink opens in a new window, Warwick University. 12/2023.
• Stochastic Finance at Warwick Seminar Series (SF@W)Link opens in a new window, Warwick University. 05/2024.

Education

I completed my undergraduate studies at Warwick university studying the MMORSELink opens in a new window degree from 2013 - 2017.

Teaching

• 2020/21 Term 2: ST202 Stochastic ProcessesLink opens in a new window
• 2021/22 Term 2: ST202 Stochastic ProcessesLink opens in a new window
• 2022/23 Term 1: ST218 Mathematical Statistics Part ALink opens in a new window
• 2022/23 Term 2: ST318 Probability theoryLink opens in a new window
• 2024/25 Term 1: ST229 Probability for Mathematical StatisticsLink opens in a new window
• 2024/25 Term 2: ST227 Stochastic ProcessesLink opens in a new window
• 2024/25 Term 2: ST236 Python for data-analytic tasksLink opens in a new window

Roles

• PhD Student and Staff Liaison Committee (SSLCLink opens in a new window) student representative (2020/21)
• PhD Student and Staff Liaison Committee (SSLCLink opens in a new window) Secretary (2021/22)
• Young researcher's meeting (YRMLink opens in a new window) co-organizer (2021/22)
• PhD Student and Staff Liaison Committee (SSLCLink opens in a new window) student representative (2022/23)

Contact

Email : Aria.Ahari@warwick.ac.uk