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A combinatorial method for calculating the moments of Lévy area. (English) Zbl 1152.60064

Summary: 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.

MSC:

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