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A combinatorial method for calculating the moments of Lévy area |
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| Authors: | Daniel Levin Mark Wildon |
| Institution: | Mathematical Institute, University of Oxford, 24-29 St Giles’, Oxford OX1 3LB, United Kingdom ; Department of Mathematics, University of Wales, Swansea, Singleton Park, Swansea SA2 8PP, United Kingdom |
| Abstract: | We present a new way to compute the moments of the Lévy area of a two-dimensional Brownian motion. Our approach uses iterated integrals and combinatorial arguments involving the shuffle product. |
| Keywords: | L\'evy area shuffle product signature of a path |
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