32 citations · 100 across the 28 of their papers we have counts for
3 papers · 2 filters
On algebraic Stein operators for Gaussian polynomials
Ehsan Azmoodeh, Dario Gasbarra, Robert E. Gaunt
The first essential ingredient to build up Stein's method for a continuous target distribution is to identify a so-called \textit{Stein operator}, namely a linear differential oper…
Integration-by-Parts Characterizations of Gaussian Processes
Ehsan Azmoodeh, Tommi Sottinen, Ciprian A. Tudor +1
The Malliavin integration-by-parts formula is a key ingredient to develop stochastic analysis on the Wiener space. In this article we show that a suitable integration-by-parts form…
Optimal Gamma Approximation on Wiener Space
Ehsan Azmoodeh, Peter Eichelsbacher, Lukas Knichel
In \cite{n-p-noncentral}, Nourdin and Peccati established a neat characterization of Gamma approximation on a fixed Wiener chaos in terms of convergence of only the third and fourt…