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. Massimiliano, T. (2024). Boundary crossing problems and functional transformations
for Ornstein-Uhlenbeck processes. Journal of Applied Probability, https://doi.org/10.1017/jpr.2024.58Link opens in a new window

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