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A new combinatorial method for calculating the moments of Lévy area

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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).

This talk is part of the Probability series.

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