Moments of quantum Lévy areas using sticky shuffle Hopf algebras (Q1667161)

The moments of a family of quantum Lévy areas are computed. In probability theory, the Lévy area was introduced by Paul Lévy as the signed area between the chord joining two points of a planar Brownian path and the path itself. For \(B=(X_t,Y_t)_{t\geq0}\) a planar Brownian motion and \([a,b)\) a time interval, the Lévy area \(A([a,b))\) is defined as \[ A([a,b)) = \frac{1}{2} \int_a^b ((X_t-X_a)dY_t - (Y_t-Y_b)dX_t). \] Lévy computed the characteristic function of the Lévy area, which leads to a formula for its moments in terms of the even Euler zigzag numbers. Using quantum stochastic calculus and the sticky shuffle Hopf algebra, the authors give an explicit combinatorial formula for the moments of the quantum Lévy area. The quantum Lévy area is defined by the same QSDE as its classical counterpart, but the planar Brownian motion is replaced by its quantum version \(R=(P^{(\sigma)}_t,Q^{(\sigma)}_t)_{t\geq0}\) with variance \(\sigma\in[1,+\infty)\). It is shown that the moments of the quantum Lévy area converge to classical ones when the variance tends to infinity.