Time-reversibility and nonvanishing Levy area
arXiv:2210.11867
Abstract
We give a complete description and clarification of the structure of the Levy area correction to Ito/Stratonovich stochastic integrals arising as limits of time-reversible deterministic dynamical systems. In particular, we show that time-reversibility forces the Levy area to vanish only in very specific situations that are easily classified.
Clarified/improved some of the statements. Added Sections 5 and 6