Ihsan Arharas

Doktorand

Institutionen för matematik Fakulteten för teknik

ihsan.arharas@lnu.se

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

Research Interests :

SDEs, Optimal stopping problems, game thoery, BSDEs, Decision-making under uncertainty, ML and Neural Networks, Mathematical Finance, Stochastic control, Population Models.

Undervisning

Teaching Assistant:

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 / 1MA906 / 1MA916 / 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

Uppdrag

Event Organization:

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

Mina forskargrupper

Stochastic Analysis and Stochastic Processes Forskargruppen för stokastisk analys och stokastiska processer (Stochastic Analysis and Stochastic Processes; SASP) fokuserar på analytiska och numeriska…

Publikationer

Artikel i tidskrift (Refereegranskat)

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: Publicerad
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: Publicerad
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: Publicerad

Manuskript (Övrigt vetenskapligt)

Arharas, I., Hilbert, A., Ouknine, Y. Optimal Stopping Under Model Uncertainty in a General Setting..