Follow
Ehsan Azmoodeh
Title
Cited by
Cited by
Year
Fourth moment theorems for Markov diffusion generators
E Azmoodeh, S Campese, G Poly
Journal of Functional analysis 266 (4), 2341-2359, 2014
692014
Necessary and sufficient conditions for Hölder continuity of Gaussian processes
E Azmoodeh, T Sottinen, L Viitasaari, A Yazigi
Statistics & Probability Letters 94, 230-235, 2014
552014
Parameter estimation based on discrete observations of fractional Ornstein–Uhlenbeck process of the second kind
E Azmoodeh, L Viitasaari
Statistical Inference for Stochastic Processes 18, 205-227, 2015
472015
Drift parameter estimation for fractional Ornstein–Uhlenbeck process of the second kind
E Azmoodeh, JI Morlanes
Statistics 49 (1), 1-18, 2015
432015
Generalization of the Nualart–Peccati criterion
E Azmoodeh, D Malicet, G Mijoule, G Poly
352016
A bound on the Wasserstein-2 distance between linear combinations of independent random variables
B Arras, E Azmoodeh, G Poly, Y Swan
Stochastic processes and their Applications 129 (7), 2341-2375, 2019
342019
Convergence towards linear combinations of chi-squared random variables: a Malliavin-based approach
E Azmoodeh, G Peccati, G Poly
In Memoriam Marc Yor-Séminaire de Probabilités XLVII, 339-367, 2015
342015
On hedging European options in geometric fractional Brownian motion market model
E Azmoodeh, Y Mishura, E Valkeila
Oldenbourg Wissenschaftsverlag GmbH 27 (02), 129-144, 2009
292009
Stein characterizations for linear combinations of gamma random variables
B Arras, E Azmoodeh, G Poly, Y Swan
202020
Malliavin–Stein method: a survey of some recent developments
E Azmoodeh, G Peccati, X Yang
Modern Stochastics: Theory and Applications 8 (2), 141-177, 2021
132021
Rate of convergence for discretization of integrals with respect to fractional Brownian motion
E Azmoodeh, L Viitasaari
Journal of Theoretical Probability 28, 396-422, 2015
112015
The law of iterated logarithm for subordinated Gaussian sequences: uniform Wasserstein bounds
E Azmoodeh, G Peccati, G Poly
arXiv preprint arXiv:1403.7003, 2014
112014
Optimal Variance–Gamma approximation on the second Wiener chaos
E Azmoodeh, P Eichelsbacher, C Thäle
Journal of Functional Analysis 282 (11), 109450, 2022
92022
Stein's method on the second Wiener chaos: 2-Wasserstein distance
B Arras, E Azmoodeh, G Poly, Y Swan
arXiv preprint arXiv:1601.03301, 2016
92016
How does tempering affect the local and global properties of fractional Brownian motion?
E Azmoodeh, Y Mishura, F Sabzikar
Journal of Theoretical Probability, 1-44, 2022
82022
Optimal gamma approximation on Wiener space
E Azmoodeh, P Eichelsbacher, L Knichel
arXiv preprint arXiv:1902.02658, 2019
82019
On the fractional Black-Scholes market with transaction costs
E Azmoodeh
arXiv preprint arXiv:1005.0211, 2010
72010
Almost sure limit theorems on Wiener chaos: the non-central case
E Azmoodeh, I Nourdin
62019
New moments criteria for convergence towards normal product/tetilla laws
E Azmoodeh, D Gasbarra
arXiv preprint arXiv:1708.07681, 2017
62017
Malliavin-Stein method: a survey of recent developments
E Azmoodeh, G Peccati, X Yang
arXiv preprint arXiv:1809.01912, 2018
42018
The system can't perform the operation now. Try again later.
Articles 1–20