A combinatorial method for calculating the moments of Lévy area

Thumbnail Image

Date

Authors

Journal Title

Journal ISSN

Volume Title

Publisher

Abstract

Description

We present a new way to compute the moments of the Lévy area of a two-dimensional Brownian motion. Our approach uses iterated integrals and combinatorial arguments involving the shuffle product.
15 pages, 6 figures

Keywords

Probability, Combinatorics, 60J65 (Primary) 05A15 (Secondary)

Citation

URI

http://salesiana.dossiersoluciones.com/handle/123456789/123134

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0702002
 http://arxiv.org/abs/math/0702002

Collections

arXiv