A combinatorial method for calculating the moments of L\'evy area
Probability
2007-05-23 v1 Combinatorics
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.
Keywords
Cite
@article{arxiv.math/0702002,
title = {A combinatorial method for calculating the moments of L\'evy area},
author = {Daniel Levin and Mark Wildon},
journal= {arXiv preprint arXiv:math/0702002},
year = {2007}
}
Comments
15 pages, 6 figures