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 and currently working in the department as a Tutor.

My research interest lies in probability theory with focus on solving boundary crossing problems for stochastic processes.

Publications

• 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.

Talks and conferences

• Boundary crossing problems and functional transformations for Ornstein-Uhlenbeck processes, YRM.Link opens in a new window 24/01/2023.
• Boundary crossing problems and functional transformations for Ornstein-Uhlenbeck processes, 3rd International Workshop on Stochastic processes and their applications.Link opens in a new window 26/01/2023.
• Boundary crossing problems and functional transformations for Ornstein-Uhlenbeck processes, 10th International Workshop on Applied Probability (IWAP)Link opens in a new window, Thessanoliki (Greece). 7/06/2023.
• Boundary crossing problems and functional transformations for Ornstein-Uhlenbeck processes, Applied Probability SeminarsLink opens in a new window, Warwick University. 8/12/2023.
• Boundary crossing problems and functional transformations for Ornstein-Uhlenbeck processes, Stochastic Finance at Warwick Seminar Series (SF@W)Link opens in a new window, 29/05/2024.

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 Committe (SSLCLink opens in a new window) student representative (2020/21)
• PhD Student and Staff Liaison Committe (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 Committe (SSLCLink opens in a new window) student representative (2022/23)

Contact

Email : Aria.Ahari@warwick.ac.uk