Sample path properties of stochastic processes
Stochastic Partial Differential Equations
Rough paths
Gaussian processes and random fields
M. Erraoui and Y. Hakiki. Fractional Brownian motion with deterministic drift: Fractal codimension formulae. (Submitted)
Y. Hakiki and F. Viens. Irregularity scales for Gaussian processes: Hausdorff dimensions and hitting probabilities. (Accepted for publication in Ann. inst. Henri Poincare (B) Probab. Stat.)
M. Erraoui and Y. Hakiki. Fractional Brownian motion with deterministic drift: how critical is drift regularity in hitting probabilities. Math. Proc. Camb. Philos. Soc. 178 (1), (2025) 103-132.
M. Erraoui and Y. Hakiki. Images of fractional Brownian motion with deterministic drift: Positive Lebesgue measure and nonempty interior. Math. Proc. Camb. Philos. Soc. 173 (3), (2022) 693-713.