Bijan Zohuri-Zangeneh Information

Bijan Zohouri Zangeneh (born November 12, 1949) is a prominent Iranian mathematician and professor at the Faculty of Mathematical Sciences, Sharif University of Technology. He is recognized for his contributions to probability theory, stochastic processes, stochastic differential equations, and mathematical finance.

 Education

– B.S. in Mathematics, Sharif University of Technology (formerly Arya Mehr University of Technology), 1967–1971

– M.S. in Mathematics, Sharif University of Technology, 1971–1973

– Ph.D. in Mathematics, University of British Columbia, Canada, 1990

His Ph.D. dissertation, titled A Semilinear Stochastic Evolution Equation, was supervised by John Broadster Walsh.

 Career

After the Iranian Cultural Revolution and the temporary closure of universities in 1980, Zohouri Zangeneh taught briefly at Isfahan University of Technology. During that period, he, along with Yahya Tabesh, Dr. Rajali, and Dr. Mi’ami, taught mathematics at high schools in Isfahan to help fill the educational gap caused by the university closures.

In 1983, he left Iran again to pursue his Ph.D. Initially planning to go to MIT in the United States, he faced visa issues and spent one year at the École Polytechnique Fédérale de Lausanne (EPFL) in Switzerland before transferring to the University of British Columbia. After completing his doctorate in 1990, he returned to Iran and joined the faculty of Sharif University of Technology in 1992, where he has remained ever since.

 Research and Teaching

Zohouri Zangeneh’s research focuses on advanced probability, stochastic processes, stochastic differential equations, and probabilistic methods for deterministic problems. He has published numerous articles in reputable domestic and international journals and has played a key role in training generations of mathematics and financial mathematics students in Iran.

 Selected Publications

– Option Pricing Formula Extraction in the Heston Model (co-authored with Shiva Zamani and Behnaz Zargari, 2010)

– Full-fledged Double Analyst (2006)

– Brownian Motion or Wiener Process: Mathematics Modeling Natural Phenomena (co-authored with Rouhollah Jahani Pour, 2004)

– Norbert Wiener, a Mathematician for All Seasons (co-authored with Rouhollah Jahani Pour, 2004)

– Ph.D. in Mathematics Education in American Universities (2002)

– Probabilistic Methods in Solving Deterministic Problems (2002)