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20162026
most citedConvergence of random oscillatory integrals in the presence of long-range dependence and application to homogenization

8 citations · 11 across the 11 of their papers we have counts for

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4 papers · 1 filter

math.PR2026

A CIR-Type Diffusion Driven by Hermite Processes: Well-Posedness, Positivity and Malliavin Analysis

Atef Lechiheb

We study a generalized Cox--Ingersoll--Ross (CIR) diffusion \begin{equation*} dX_t = a\bigl(b(t)-X_t\bigr)\,dt + \bigl(σ_0+σ_1\sqrt{ϕ_\eps(X_t)}\bigr)\,dZ_t^{(q,H)}, \quad X_0 = x_…

math.PR2026

Higher-Order Multifractional Stable Motion: Definition and Fundamental Properties

Atef Lechiheb

This paper introduces the -th order multifractional stable motion (-MFSM), a novel stochastic process that simultaneously unifies three key modelling features: heavy-tailed d…

math.PR2026

Fractional Navier-Stokes Equations with Caputo Derivative Driven by Hermite Noise

Atef Lechiheb, Lara Daw

We study time-fractional stochastic Navier-Stokes equations on a bounded domain of , driven by a cylindrical Hermite noise of order and Hurst parameter ,…

math.PR2026

Stochastic Burgers equation driven by multiplicative Rosenblatt noise: local existence, uniqueness and regularity

Atef Lechiheb

We study the stochastic Burgers equation driven by a multiplicative Rosenblatt noise with Hurst parameter . Using a fixed-point argument in a Malliavin--Sobolev spac…