Euler polynomials, Bernoulli polynomials, and Lévy's stochastic area formula (Q645944)

\textit{P. Lévy} [in: Proc. Berkeley Sympos. math. Statist. Probability, California July 31 - August 12, 1950, 171--187 (1951; Zbl 0044.13802)] represented the Euler and Bernoulli numbers in terms of the moments of Lévy's stochastic area. Recently, the authors extended his result to the case of Eulerian polynomials of types \(A\) and \(B\). In this paper, we continue to apply the same method to the Euler and Bernoulli polynomials, and will express these polynomials with the use of Lévy's stochastic area. Moreover, a natural problem, arising from such representations, to calculate the expectations of polynomials of the stochastic area and the norm of the Brownian motion is solved, by the following combinatorial formula: \[ \mathbb{E}[S_1(w)^k\times |w_1|^{2l}]= 1_{\{k= 2n\}}\times{2^{l-k}(l!)^2\over (k+l)!}\times \sum^{l+1}_{q_1=1} \sum^{q_1+1}_{q_2=1}\cdots \sum^{q_{n-1}+ 1}_{q_n= 1} \prod^n_{j=1} q^2_j; \] where \({k\over 2},l\in\mathbb{N}\) and \(w\) is a planar Brownian motion, with Lévy's stochastic area \[ S_1(w):= {1\over 2} \int^1_0 [w^1_s dw^2_s- w^2_s dw^1_s]. \]