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math.PR2016
The Moments of Lévy's area using a sticky shuffle Hopf algebra
Robin Hudson, Uwe Schauz, Wu Yue
Lévy's stochastic area for planar Brownian motion is the difference of two iterated integrals of second rank against its component one-dimen\-sional Brownian motions. Such iterated…
math.PR2016★ 2 cited
Moments of quantum Lévy areas using sticky shuffle Hopf algebras
Robin Hudson, Uwe Schauz, Yue Wu
We study a family of quantum analogs of Lévy's stochastic area for planar Brownian motion depending on a variance parameter which deform to the classical Lévy area as $σ\…