A combinatorial method for calculating the moments of Lévy area

DOI10.1090/S0002-9947-08-04526-1zbMath1152.60064arXivmath/0702002MaRDI QIDQ3542023

Daniel Levin, Mark Wildon

Publication date: 27 November 2008

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0702002

zbMATH Keywords

shuffle productLévy areasignature of a path

Mathematics Subject Classification ID

Exact enumeration problems, generating functions (05A15) Brownian motion (60J65)

Related Items

Forests, cumulants, martingales ⋮ A signed measure on rough paths associated to a PDE of high order: results and conjectures ⋮ Finite dimensional characteristic functions of Brownian rough path ⋮ Euler polynomials, Bernoulli polynomials, and Lévy's stochastic area formula

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Integration of paths, geometric invariants and a generalized Baker-Hausdorff formula
• Differential equations driven by rough paths. Ecole d'Eté de Probabilités de Saint-Flour XXXIV -- 2004. Lectures given at the 34th probability summer school, July 6--24, 2004.
• Least action principle, heat propagation and subelliptic estimates on certain nilpotent groups
• Cubature on Wiener space
• Conditioned random walks and the RSK correspondence
• The algebra of iterated stochastic integrals