Seminar series
Date
Mon, 19 Jan 2009
15:45
15:45
Location
Oxford-Man Institute
Speaker
Dr Daniel Levin
Organisation
Oxford
We present a new way to compute the moments of the Lévy area of a two-dimensional Brownian motion. This is a classical problem of great importance, originally solved by Lévy. Our approach uses iterated integrals and combinatorial arguments involving the shuffle product (joint paper with Mark Wildon, Swansea).