I am currently Professor at King Saud University, Faculty of Science, Mathematics Department in Riyadh, Kingdom of Saudi Arabia.
I obtained my PhD on April 27, 1998 at Cadi Ayyad University in stochastic analysis including large deviations principle for diffusion and for solutions to stochastic partial differential equations. I got a grant from the Swedish Institute for five months’ Postdoctoral position from September 01, 1998 to January 31, 1999, as researcher at the Department of Mathematics, Division of Statistics, Royal Institute of Technology KTH, Stockholm Sweden. Later I joined from February 03 to December 31, 2000 the Centre de Recerca Matemàtica (https://www.crm.cat/), Universitat Autònoma de Barcelona, Spain for eleven months’ Postdoctoral position. Moreover, I obtained another grant, form misterio de cultura y deporte, at the same center for an additional eighteen months’ Postdoctoral position from March 01, 2002 to August 31, 2003.
I got promotion to Associate Professor at the Department of Mathematics and Computer Sciences, Faculty of Sciences and Techniques, Cadi Ayyad University, Marrakech, Morocco from April 29, 1998 to April 28, 2002, and then for full professor at the same institution form April 29, 2002 to February 28, 2016, where I joined King Saud University a full professor since February 29, 2016.


My research activity started with studying large deviations for diffusions and for solutions of stochastic partial differential equations under different topologies (namely Hölder, Besov, Besov-Orlicz spaces) as applications we established the functional law of the iterated logarithm. Later my research interests shifted to fractional Brownian motion and related functionals as well as Lévy processes combined with Malliavin calculus and chaotic decomposition from which some results on Sobolev-Watanabe regularity property for some functionals of fBm and Lévy processes were established. Moreover some applications on hedging financial derivatives in the fBm setting and for a class of Lévy processes were also studied . Recently I studied existence and uniqueness of solutions of backward stochastic differential equations of quadratic type which are driven by Brownian motion and various rough paths processes. A more recent research interest was given for sensitivity analysis (the so-called Greeks) in the framework of Lévy driven models in finance. In this promising and interesting area I used, as the main tool, the stochastic calculus of variation or the so-called Malliavin calculus.
A significant number of my papers appeared in journals with a high international level such as Stochastic Analysis and Applications, Stochastics and Stochastic Reports, Stochastic Processes and Their Applications, Osaka Journal of Mathematics, Nagoya Mathematical Journal, International Journal of Theoretical and Applied Finance, Annals of probability and Applied Mathematical Finance to mention the most important ones.

I visited many universities in Europe, Asia and Africa and have participated as a speaker at international meetings on Probability, Stochastic Analysis and Theirs applications.