arXiv Analytics

Sign in

arXiv:math/0702002 [math.PR]AbstractReferencesReviewsResources

A combinatorial method for calculating the moments of Lévy area

Daniel Levin, Mark Wildon

Published 2007-01-31Version 1

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.

Comments: 15 pages, 6 figures
Categories: math.PR, math.CO
Subjects: 60J65, 05A15
Related articles: Most relevant | Search more
arXiv:2101.03992 [math.PR] (Published 2021-01-11)
Lévy area without approximation
arXiv:2102.09636 [math.PR] (Published 2021-02-18)
Rate of escape of conditioned Brownian motion
arXiv:1007.2516 [math.PR] (Published 2010-07-15)
Lévy area for Gaussian processes: A double Wiener-Itô integral approach

Links

Toolbox