Publications & preprints

Preprint
On Itô–Stratonovich formula for rough sheets
with Samy Tindel · arXiv:2606.20908
Preprint
Polarity of points for Gaussian random fields in critical dimension
with Cheuk Yin Lee and Yimin Xiao · arXiv:2604.08129
Accepted
Irregularity scales for Gaussian processes: Hausdorff dimensions and hitting probabilities
with Frederi Viens · Accepted for publication, Annales de l’Institut Henri Poincaré (B) Probability and Statistics
Published
Fractional Brownian motion with deterministic drift: Fractal codimension formulae
with Mohamed Erraoui · Electronic Journal of Probability, 30: 1–37 (2025)
Published
Fractional Brownian motion with deterministic drift: How critical is drift regularity in hitting probabilities
with Mohamed Erraoui · Mathematical Proceedings of the Cambridge Philosophical Society, 178(1): 103–132 (2025)
Published
Images of fractional Brownian motion with deterministic drift: Positive Lebesgue measure and non-empty interior
with Mohamed Erraoui · Mathematical Proceedings of the Cambridge Philosophical Society, 173(3): 693–713 (2022)

Selected talks & presentations

Fractional Brownian Sheet: Rough-Young Integration and Change of Variable Formula
SPDEs Workshop, Ohio State University, USA
Jun 2–4, 2026
Fractional Brownian Sheet: Rough-Young Integration and Change of Variable Formula
Vanguard Seminar, University Mohammed 6 Polytechnic, Rabat, Morocco
Apr 8, 2026
Fractional Brownian Sheet: Rough-Young Integration and Change of Variable Formula
Joint Moroccan and Mexican Sciences Academies Workshop on Mathematics, Hassan II Academy of Science and Technology, Rabat, Morocco
Apr 6–7, 2026
Fractional Brownian Sheet: Rough-Young Integration and Change of Variable Formula (poster & talk)
Seminar of Stochastic Processes (SSP 2026), Union College, USA
Mar 25–28, 2026
Polarity of points for Gaussian random fields in the critical dimension
Northeast Probability Seminar, CUNY, USA
Nov 20–21, 2025
Polarity of points for Gaussian random fields in the critical dimension
Probability Seminar, Michigan State University, USA
Nov 19, 2025
Hitting probabilities of fractional Brownian motion with drift (poster)
Seminar of Stochastic Processes (SSP 2025), Indiana University, USA
Mar 19–22, 2025
Fractal codimension formulae for fractional Brownian motion
Probability Seminar, Purdue University, USA
Apr 16, 2025
Codimension formulae for the fractional Brownian motion’s image (poster)
Seminar of Stochastic Processes (SSP 2024), Rice University, USA
Mar 13–16, 2024
Irregularity scales for Gaussian processes
Probability Seminar, University of Utah, USA
Jun 23, 2023
Path Properties of Gaussian Processes with General Covariance Structure (poster & talk)
Seminar of Stochastic Processes (SSP 2023), University of Arizona, USA
Mar 8–11, 2023
Fractal properties of Gaussian processes beyond the Hölder scale
Probability Seminar, Purdue University, USA
Feb 22, 2023
Fractal Behavior of Stochastic Processes (invited talk)
Ph.D. Student Seminar, Rice University, USA
Feb 3, 2023