Youssef Hakiki

most citedIrregularity scales for Gaussian processes: Hausdorff dimensions and hitting probabilities

1 citations · 1 across the 3 of their papers we have counts for

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math.PR2026

On Itô-Stratonovich formula for rough sheets

Youssef Hakiki, Samy Tindel

In this paper, we explore a new strategy towards an Itô-Stratonovich type formula for rough sheets. Historically, planar integration for irregular paths has been notoriously cumber…

math.PR2026

Polarity of points for Gaussian random fields in critical dimension

Youssef Hakiki, Cheuk Yin Lee, Yimin Xiao

We study the property of hitting points for a class of $R^{d}$ -valued continuous Gaussian random fields on $R^{N}$ with stationary increments, i.i.d. coordinates, and…

math.PR2023★ 1 cited

Irregularity scales for Gaussian processes: Hausdorff dimensions and hitting probabilities

Youssef Hakiki, Frederi Viens

Let $X$ be a $d$ -dimensional Gaussian process in $[0, 1]$ , where the component are independent copies of a scalar Gaussian process $X_{0}$ on $[0, 1]$ with a given general variance fun…