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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 -valued continuous Gaussian random fields on with stationary increments, i.i.d. coordinates, and…