Ihsan Arharas

Doctoral student

Department of mathematics and physics Faculty of Technology

ihsan.arharas@lnu.se

I am a PhD student at the Department of Mathematics, Linnaeus University, Växjö, Sweden.

Office. B2051

Research Interests:

SDEs, BSDEs, Optimal stopping problems, Game Theory, Decision-Making Under Uncertainty, ML and Neural Networks, Stochastic Control, Mathematical Finance, Population Dynamics.

Teaching

1MA462 - Discrete Mathematics (7.5 hp): Spring 2025
2MA905 - Stochastic Processes and Simulation (7.5 hp): Fall 2024
1MA502 - Stochastic Processes (7.5 hp): Fall 2024
1MA465 /2MA61 - Multivariable Calculus and Vector Calculus (7.5 hp): Fall 2024
1MA501 - Probability Theory and Statistics (7.5 hp): Spring 2023, Spring 2024
1MA441 - Basic Mathematics for Computer Scientists (7.5 hp): Fall 2023, Fall 2024, Fall 2025

Commissions

Co-orgonizer, Moroccan–Swedish Conference on Stochastic Analysis, 5–8 May 2025.
Co-organizer, Spring School on Stochastic Analysis, 30 April – 3 May 2025.
Student helper, Lucia Workshop on Fractional Calculus and Processes, 9–13 December 2024.

Co-organizer, Young Summer School on Stochastic Analysis, 26–29 June 2024.

My research groups

Stochastic Analysis and Stochastic Processes The researchers of this group focus on analytical and numerical aspects of solutions to stochastic differential equations (SDE’s and SPDE’s) and stochastic…

Publications

Article in journal (Refereed)

Arharas, I., Bouhadou, S., Hilbert, A., Ouknine, Y. (2025). Optimal stopping under model uncertainty in a general setting. Probability, Uncertainty and Quantitative Risk. 10 (3). 421-442.
Status: Published
Arharas, I., Ouknine, Y. (2024). Reflected and Doubly Reflected Backward Stochastic Differential Equations with Irregular Obstacles and a Large Set of Stopping Strategies. Journal of theoretical probability. 37. 1001-1038.
Status: Published
Arharas, I., El Fatini, M., Louriki, M., Pettersson, R. (2024). Epidemic modelling by birth-death processes with spatial scaling. Journal of Mathematics in Industry. 14 (1).
Status: Published
Arharas, I., Bouhadou, S., Ouknine, Y. (2022). Doubly Reflected Backward Stochastic Differential Equations in the Predictable Setting. Journal of theoretical probability. 35. 115-141.
Status: Published

Manuscript (preprint) (Other academic)

Agram, N., Arharas, I., Pucci, G., Rems, J. Deep Learning for Energy Market Contracts : Dynkin Game with Doubly RBSDEs.
Arharas, I., Hilbert, A., Ouknine, Y. Optimal Stopping Under Model Uncertainty in a General Setting.