Moments of quantum Lévy areas using sticky shuffle Hopf algebras
We study a family of quantum analogs of Lévy's stochastic area for planar Brownian motion depending on a variance parameter σ≥1 which deform to the classical Lévy area as σ→∞. They are defined as second rank iterated stochastic integrals against the components of planar Brownian motion, which a...
| Main Authors: | , , |
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| Format: | Journal article |
| Language: | English |
| Published: |
European Mathematical Society Publishing House
2018
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