Publications

                                                                                                              Preprints

1. Azmoodeh, E., Gasbarra, D., Gaunt, R. (2023). The class of polynomial Stein operators for the Gaussian distribution: a noncommutative algebra perspective. Arxiv 

2. Azmoodeh, E., Hur, O. (2023). Multi-fractional Stochastic Dominance: Mathematical Foundations. Arxiv 

3. Azmoodeh, E., Eichelsbacher, P., Knichel, L. (2018). On the Rate of Convergence to a Gamma Distribution on Wiener Space. Arxiv

4.  Azmoodeh, E., Gasbarra, D. (2017). New moments criteria for convergence towards normal product/tetilla laws. Arxiv

5.  Arras, B., Azmoodeh, E., Poly, G., Swan, Y. (2016). Stein's method on the second Wiener chaos : 2-Wasserstein distance. Arxiv

6. Azmoodeh, E., Peccati, G. (2015). Optimal Berry-Esseen bounds on the Poisson space. Arxiv

7.  Azmoodeh, E., Viitasaari, L. (2014). A general approach to small deviation via concentration of measures. Arxiv

                                                    Published and accepted papers

1. Azmoodeh, E., Mishura, Y., Valkeila, E. (2009). On hedging European options in geometric fractional Brownian motion market model, Statistics & Decisions, Vol. 27, 129-143.

2.  Azmoodeh, E., Tikanmäki, H., Valkeila, E. (2010). When does fractional Brownian motion not behave as a continuous function with bounded variation?, Statistics & Probability Letters, Vol 80, Issues 19-20, 1543-1550. Arxiv 

3.  Azmoodeh, E., Valkeila, E. (2013). Spectral characterization for the quadratic variation of mixed Brownian fractional Brownian motion, Stat. Inference Stoch. Process. 16, no. 2, 97-112. Arxiv 

4. Azmoodeh, E. (2013). On the fractional Black-Scholes market with transaction costs. Communications in Mathematical Finance, Vol. 2, no.3, 21-40. Arxiv 

5.  Azmoodeh, E., Viitasaari, L. (2013). Rate of convergence and discretization of stochastic integrals with respect to fractional Brownian motion. Journal of Theoretical Probability. Vol. 28, Issue 1, 396-422. Arxiv 

6.  Azmoodeh, E., Morlanes, I. (2013). Drift parameter estimation for fractional Ornstein-Uhlenbeck process of the Second Kind. Statistics: A Journal of Theoretical and Applied Statistics. Vol. 49, Issue 1, 1-18. Arxiv 

7. Azmoodeh, E., Campese, S., Poly, G. (2014). Fourth Moment Theorems for Markov Diffusion Generators. Journal of Functional Analysis, Vol. 266, no. 4, 2341–2359. Arxiv 

8.  Azmoodeh, E., Sottinen, T., Viitasaari, L., Yazigi, A. (2014). Necessary and Sufficient Conditions for Hölder Continuity of Gaussian Processes. Statistics & Probability Letters, Vol 94, 230-235. Arxiv 

9.  Azmoodeh, E., Viitasaari, L. (2015). Parameter estimation based on discrete observations of fractional Ornstein-Uhlenbeck process of the second kind. Stat. Inference Stoch. Process. Vol. 18, Issue 3, 205-227. Arxiv

10.  Azmoodeh, E., Sottinen, T., Viitasaari, L. (2015). Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian--fractional Brownian model. Modern Stochastics: Theory and Applications. Vol. 2 , No. 1, 29-49. Arxiv

11.  Azmoodeh, E., Peccati, G., Poly, G. (2015). Convergence towards linear combinations of chi-squared random variables: a Malliavin-based approach. Séminaire de Probabilités (Special volume in memory of Marc Yor) 339-367. Arxiv

12.  Azmoodeh, E., Malicet, D., Mijoule, G., Poly, G. (2016). Generalization of the Nualart-Peccati criterion. The Annals of Probability. Vol. 44, No. 2, 924-954. Arxiv

13.  Azmoodeh, E., Peccati, G., Poly, G. (2016). The law of iterated logarithm for subordinated Gaussian sequences: uniform Wasserstein bounds. ALEA, Lat. Am. J. Probab. Math. Stat. 13, 659-686. Arxiv

14.  Arras, B., Azmoodeh, E., Poly, G, Swan, Y. (2019). A bound on the 2-Wasserstein distance between linear combinations of independent random variables. Stochastic Process. Appl. 129, no. 7, 2341–2375. Arxiv

15.  Azmoodeh, E., Gasbarra, D. (2019). On a new Sheffer class of polynomials related to normal product distribution. Thory Probab. Math. Statist, no. 98, 51–71. Arxiv

16.  Azmoodeh, E., Nourdin, I. (2019). Almost sure limit theorems on Wiener chaos: the non-central case.  Electron. Commun. Probab. 24, Paper No. 9, 12 pp. Arxiv

17. Arras, B., Azmoodeh, E., Poly, G., Swan, Y. (2020). Stein characterizations for linear combinations of gamma variables. Braz. J. Probab. Stat. 34, no. 2, 394–413. Arxiv

18.  Azmoodeh, E., Eichelsbacher, P., Knichel, L. (2020). Optimal Gamma Approximation on Wiener Space. ALEA Lat. Am. J. Probab. Math. Stat. 17, no. 1, 101–132. Arxiv

19.  Azmoodeh, E., Peccati, G. (2021). Malliavin-Stein Method: a Survey of Recent Developments. Mod. Stoch. Theory Appl. 8, no. 2, 141–177. Arxiv

20.  Azmoodeh, E., Sottinen, T., Tudor, C. A., Viitasaari, L. (2021). Integration-by-Parts Characterizations of Gaussian Processes. Collect. Math. 72, no. 1, 25–41. Arxiv

21.  Azmoodeh, E., Ljungdahl, M. M., Thäle, C. (2022). Multi-Dimensional Normal Approximation of Heavy-Tailed Moving Averages. Stochastic Process. Appl. 145, 308–334. Arxiv

22.  Azmoodeh, E., Mishura, Y., Sabzikar, F. (2022). How does tempering affect the local and global properties of fractional Brownian motion? J. Theoret. Probab. 35 (2022), no. 1, 484–527. Arxiv

23. Azmoodeh, E., Eichelsbacher, P., Thäle, C. (2022). Optimal variance-gamma approximation on the second Wiener chaos. J. Funct. Anal. 282, no. 11, Paper No. 109450, 33 pp. Arxiv 

24.  Azmoodeh, E., Gasbarra, G., Gaunt, R. (2023). On algebraic Stein operators for Gaussian polynomials. Bernoulli 29, no. 1, 350–376. Arxiv

25.  Azmoodeh, E., Gasbarra, G., Gaunt, R. (2023). An asymptotic approach to proving sufficiency of Stein characterisations. ALEA Lat. Am. J. Probab. Math. Stat. 20, no. 1, 127–152. Arxiv 

26. Azmoodeh, E., Ilmonen, P., Shafik, N., Sottinen, T.,  Viitasaari, L. (2024). On sharp rate of convergence for discretization of integrals driven by fractional Brownian motions and related processes with discontinuous integrands. J. Theoret. Probab. 37, no. 1, 721–743. Arxiv 

27. Azmoodeh, E., Beelders, N., Mishura. Y. (2024+). Probabilistic Cauchy Functional Equations. To apper in The Electronic Journal of Probability. Arxiv