Publications

2026

  1. Joint independence from a Gaussian random variable
    Yassine Nachit and Ciprian A. Tudor
    Bernoulli, 2026
    To appear
  2. Malliavin calculus and densities for chaos-driven stochastic differential equations
    Laurent Loosveldt, Yassine Nachit, and Ivan Nourdin
    2026
  3. 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, 2026
  4. On the uniform Besov regularity of local times of general processes
    Brahim Boufoussi and Yassine Nachit
    Journal of Fractal Geometry, 2026

2025

  1. Quartic variation of the solution to the semilinear stochastic heat equation: limit behavior and asymptotic independence with respect to the data
    Iulian Cîmpean, Yassine Nachit, and Ciprian A Tudor
    Journal of Mathematical Analysis and Applications, 2025
  2. Malliavin smoothness of the Rosenblatt process
    Laurent Loosveldt, Yassine Nachit, Ivan Nourdin, and 1 more author
    arXiv preprint arXiv:2511.10299, 2025

2023

  1. Local times for systems of non-linear stochastic heat equations
    Brahim Boufoussi and Yassine Nachit
    Stochastics and Partial Differential Equations: Analysis and Computations, 2023
  2. On Besov regularity and local time of the solution to the stochastic heat equation
    Brahim Boufoussi and Yassine Nachit
    Stochastics, 2023

2021

  1. On the Besov regularity of the Bifractional Brownian motion
    Brahim Boufoussi and Yassine Nachit
    Probability and Mathematical Statistics, 2021