A combinatorial method for calculating the moments of Lévy area

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dc.creatorLevin, Daniel
dc.creatorWildon, Mark
dc.date2007-01-31
dc.date.accessioned2026-07-07T07:44:16Z
dc.date.available2026-07-07T07:44:16Z
dc.descriptionWe 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.
dc.description15 pages, 6 figures
dc.identifierhttps://arxiv.org/abs/math/0702002
dc.identifierhttp://arxiv.org/abs/math/0702002
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/123134
dc.subjectProbability
dc.subjectCombinatorics
dc.subject60J65 (Primary) 05A15 (Secondary)
dc.titleA combinatorial method for calculating the moments of Lévy area
dc.typetext

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