Yassine Nachit

University of Lille. Paul Painlevé Laboratory. yassine[dot]nachit[at]univ-lille[dot]fr

yassine-nachit.jpg

University of Lille

Office: 302, Building M3

Cité Scientifique Campus

Villeneuve-d’Ascq, 59655

France

I am a mathematician working in the area of probability theory and stochastic analysis. Currently, I am a postdoc—2025 Seal of Excellence Laureate (Initiative d’excellence, Université de Lille; SoE-IE)—in the group of Prof. Ciprian Tudor.

Previously, I was a postdoc in the group of Prof. Ivan Nourdin at the University of Luxembourg.

My research focuses on developing new tools in Malliavin calculus to investigate densities of non-Gaussian processes, Stein method, and local times.

news

Oct 01, 2025 Seal of Excellence Laureate (Initiative d’excellence, Université de Lille; SoE-IE)

selected publications

  1. Malliavin calculus and densities for chaos-driven stochastic differential equations
    Laurent Loosveldt, Yassine Nachit, and Ivan Nourdin
    2026
    arXiv
  2. Absolute continuity of finite-dimensional distributions of Hermite processes via Malliavin calculus
    Laurent Loosveldt, Yassine Nachit, Ivan Nourdin, and 1 more author
    Proceedings of the American Mathematical Society, 2025
    To appear
    arXiv
  3. Malliavin smoothness of the Rosenblatt process
    Laurent Loosveldt, Yassine Nachit, Ivan Nourdin, and 1 more author
    arXiv preprint arXiv:2511.10299, 2025
    arXiv
  4. Local times for systems of non-linear stochastic heat equations
    Brahim Boufoussi and Yassine Nachit
    Stochastics and Partial Differential Equations: Analysis and Computations, 2023
    DOI arXiv