CV
Basics
| Name | Yassine Nachit |
| Label | Postdoctoral researcher |
| yassine.nachit@univ-lille.fr | |
| Url | https://yassinenachit.github.io |
| Summary | I am a researcher in probability theory, focusing on generalizing some probability aspects from Gaussian to non-Gaussian settings. I am currently a postdoctoral researcher in Professor Ciprian Tudor's group at the University of Lille, working mainly on developing new tools in Malliavin calculus to investigate densities of non-Gaussian processes, Stein method, and local times. |
Work
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2024.10 - Present -
2023.02 - 2024.07
Education
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2016 - 2022 Marrakesh, Morocco
Ph.D.
Cadi Ayyad University
Applied Mathematics (Analysis and Probability)
Thesis: Local times and Besov regularity of the solution to the stochastic heat equation.
Supervisor: Brahim Boufoussi
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2014 - 2016 Marrakesh, Morocco
Master’s degree
Cadi Ayyad University
Probability and Statistics
Master’s thesis: Local times for Gaussian processes.
Supervisor: Brahim Boufoussi
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2010 - 2013 Marrakesh, Morocco
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2009 - 2010
Awards
- 2023
Seal of Excellence (88%) — Sample path properties of Hermite sheets and related random fields (SPP HS-RRF)
European Commission (MSCA-PF-2023 High Quality Project, 101155495)
MSCA-PF Seal of Excellence / High Quality Project.
- 2025.10.01
Seal of Excellence Laureate — Initiative d’excellence, Université de Lille (SoE-IE)
Université de Lille
Support program for MSCA-PF Seal of Excellence holders at the University of Lille.
- 2025
Seal of Excellence (89.20%) — Quantitative conditionally Gaussian approximations in deep neural networks (CANDIDE)
European Commission (MSCA-PF-2025 High Quality Project)
MSCA-PF Seal of Excellence / High Quality Project.
Publications
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2026 On the uniform Besov regularity of local times of general processes
Journal of Fractal Geometry
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2026 Absolute continuity of finite-dimensional distributions of Hermite processes via Malliavin calculus
Proceedings of the American Mathematical Society
Volume 154, pages 4489–4503. arXiv:2509.21169.
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2026 -
2026 Malliavin calculus and densities for chaos-driven stochastic differential equations
arXiv
Laurent Loosveldt, Yassine Nachit, and Ivan Nourdin. Preprint arXiv:2604.24189.
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2025 Quartic variation of the solution to the semilinear stochastic heat equation: limit behavior and asymptotic independence with respect to the data
Journal of Mathematical Analysis and Applications
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2022 Local times for systems of nonlinear stochastic heat equations
SPDE: Analysis and Computations
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2021 Besov regularity of bifractional Brownian motion
Probability and Mathematical Statistics
Languages
| Arabic | |
| English | |
| French | |
Interests
| Gaussian/non-Gaussian probability theory | |
| Stochastic analysis | |
| Stochastic differential equations and SPDEs (Gaussian/non-Gaussian) | |
| Malliavin calculus | |
| Malliavin–Stein method | |
| Sample path properties | |
| Local times | |
| Besov regularity | |
| Gaussian density estimates |