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Statistical Science

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Dr Niloufar Abourashchi

PositionSenior Teaching Fellow
Phone (external)+44(0)20 7679 1875
Phone (internal)41875
Email(*)n.abourashchi

* @ucl.ac.uk

Research Interests

Financial mathematics; Coupling and mixing of diffusion processes; Multidimensional degenerate diffusion processes; Mathematical biology.

Selected publications

  • Fate of a Naive T Cell: A Stochastic Journey, Luis dela Higuera, Martın Lopez-Garćıa, Mario Castro, Niloufar Abourashchi, Grant Lythe and Carmen Molina-Parıs, Frontiers in Immunology, 10:194 (2019), https://doi.org/10.3389/fimmu.2019.00194.
  • Pension Plan Solvency and Extreme Market Movements: A Regime Switching Approach, N Abourashchi, Iain Clacher, Mark Freeman, Malcom Kemp, European Journal of Finance (3*). Vol (22)-2016, DOI:10.1080/1351847X.2014.9465.
  • From pre-DP, Post-DP, SP4, and SP8 thymocyte cell counts to a dynamical model of cortical and medullary selection, M.Sawicka , G.Striesky, J. Reynolds, N.Abourashchi, G.Lythe, C.Molina Paris. Frontiers, Immunology, 2014, DOI: 10.3389/fimmu 2014.00019.
  • On Stochastic Averaging and Mixing, N. Abourashchi, A. Yu. Veretennikov. Journal of Theory of Stochastic Processes 16(32) 2010.
  • On exponential mixing bounds and convergence rate for student diffusion processes. N. Abourashchi, A. Yu. Veretennikov. Journal of Theory of Probability and Mathematical Statistics No (81)-2009.
  • On exponential mixing bounds for Reciprocal gamma diffusion processes. N. Abourashchi, A. Yu. Veretennikov. Journal of mathematical communications No (14)- 2-2009.