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A combinatorial method for calculating the moments of Lévy area

  • Levin D
  • Wildon M
Transactions of the American Mathematical Society (2008) 360(12) 6695-6709
DOI: 10.1090/s0002-9947-08-04526-1
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Abstract

We present a new way to compute the moments of the L\'evy area of a two-dimensional Brownian motion. Our approach uses iterated integrals and combinatorial arguments involving the shuffle product.

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APA

Levin, D., & Wildon, M. (2008). A combinatorial method for calculating the moments of Lévy area. Transactions of the American Mathematical Society, 360(12), 6695–6709. https://doi.org/10.1090/s0002-9947-08-04526-1

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