Bijan Zohuri-Zangeneh

Email: zangeneh[at]sharif[dot]edu
Tel: +98 (21) 6616 5606
P.O. Box 11365-9414, Tehran, Iran

Advising and Formal Mentoring

♦PhD dissertations chaired

  1. Shiva Zamani, "High conductivity reaction-diffusion equations”, graduated 1998
  2. Hamideh Dariush Hamedani, " Doob Inequality Stochastic Convolution Integrals “, graduated 2000.
  3. Ruhollah Jahanipur, "Stability of semilinear stochastic evolution equations with 
  4. monotone nonlinearity", graduated 2000.
  5. Kasra Alishahi, “Poisson Voronoi Tessellations in High Dimensions’’, graduated 2008 (co-chair:  Mehrdad Mirshams Shahshahani )
  6. Omid Naghshineh Arjmand, “Fractional Brownian Motion and Stochastic Differential Equations Driven by Fractional Noise’’, graduated 2009.
  7. Arash Fahim, “A Probabilistic Numerical Method for Fully Non-linear Parabolic PDEs’’, graduated 2010. (co-chair:  Nizar Touzi)
  8. Hassan Dadashi-Arani, “Large Deviation Principle for Semilinear Stochastic Evolution Equations with Monotone Nonlinearity And Multiplicative Noise’’, graduated 2010. (co-chair:  Shiva Zamani)
  9. Majid Sallamat, “Coalescent, recombination and mutations’’, graduated 2011’’, (co-chair:  Étienne Pardoux)
  10. Behnaz Zargari, “Credit Risk and Credit Derivatives: Mathematical Modeling and Simulation’’, 2011 (co-chairs:  Monique Jeanblanc, Stéphane Crépey, Shiva Zamani)
  11. Mahdiah Tahmasebi, “Malliavin Calculus and Numerical Solution of Stochastic Differential Equations with Monotone Drift’’, graduated 2012 (co-chair:  Shiva Zamani)
  12. Bahareh Akhtari, “The Numerical Solution of Stochastic Delay Differential Equations with Adaptive Weak Scheme and Path-wise Convergence’’, graduated 2014 (co-chair: Esmail Babolian)
  13. Erfan Salavati, “Semilinear Stochastic Evolution Equations with Lévy Noise”, graduated 2015(co-chair: Kasra Alishahi)
  14. Neda Esmaeeli, “American and game contingent claims with asymmetric information and Reflected BSDE’, graduated 2016
  15. Sima Mehri, “Mathematical analysis of large-scale biological neural networks with delay’’, graduated 2019 (co-chairs: Michael K. R. Scheutzow and Wilhelm Stannat)

♦Master’s Thesis
Advised over 100 students in various disciplines including:

  • Probability and Stochastic Processes
  • Stochastic Analysis
  • Functional Analysis and Partial Differential Equations
  • Mathematical Finance
  • Mathematics Education
  • Numerical Analysis and Computer Science

♦Mentoring Junior Researchers
    Mohammad Hassan Nojoumi, Postdoctoral fellow 2002-2005. Department of Mathematics, Sharif University of Technology.

• Zahra Sajjadinia, Visiting PhD Student 2011-2012
• Majid Amintorabi, Visiting PhD Student 2014-2015