Euler polynomials, Bernoulli polynomials, and Lévy's stochastic area formula

DOI10.1016/J.BULSCI.2011.07.009MaRDI QIDQ645944zbMATH OpenOpenAlexFDO

Authors Nobuyuki Ikeda, Setsuo Taniguchi

Publication date 11 November 2011

Published in Bulletin des Sciences Mathématiques (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.bulsci.2011.07.009

zbMATH Keywords

computation of momentsEulerian and Bernoulli polynomialsLévy's stochastic area

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic analysis (60Hxx)

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Cites work

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• A combinatorial method for calculating the moments of Lévy area
• Eulerian polynomials
• Eulerian polynomials of spherical type
• Faulhaber and Bernoulli polynomials and solitons
• Johann Faulhaber and Sums of Powers
• Least action principle, heat propagation and subelliptic estimates on certain nilpotent groups
• Multiple Wiener integral
• Semiclassical asymptotics of eigenvalues for Schrödinger operators with magnetic fields
• The Atiyah-Singer theorems: A probabilistic approach. I: The index theorem
• The Itô-Nisio theorem, quadratic Wiener functionals, and 1-solitons

Cited in

(4)

• ON THE UBIQUITY OF THE LÉVY INTEGRAL — ITS RELATIONSHIP WITH THE GENERALIZED EULER-JACOBI SERIES AND THEIR ASYMPTOTICS BEYOND ALL ORDERS
• The Bernoulli clock: probabilistic and combinatorial interpretations of the Bernoulli polynomials by circular convolution
• A combinatorial method for calculating the moments of Lévy area
• Multivariate Bernoulli and Euler polynomials via Lévy processes

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