Moments of quantum Lévy areas using sticky shuffle Hopf algebras
Annales de l’Institut Henri Poincaré D, Tome 5 (2018) no. 3, pp. 437-466.

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 are one-dimensional Brownian motions satisfying Heisenberg-type commutation relations. Such iterated integrals can be multiplied using the sticky shuffle product determined by the underlying Itô algebra of stochastic differentials. We use the corresponding Hopf algebra structure to evaluate the moments of the quantum Lévy areas and study how they deform to their classical values, which are well known to be given essentially by the Euler numbers, in the infinite variance limit.

Accepté le :
Publié le :
DOI : 10.4171/aihpd/59
Classification : 81-XX, 46-XX
Mots-clés : Lévy area, non-Fock quantum stochastic calculus, moments, sticky shuffles, Euler numbers 
@article{AIHPD_2018__5_3_437_0,
     author = {Hudson, Robin L. and Schauz, Uwe and Wu, Yue},
     title = {Moments of quantum {L\'evy} areas using sticky shuffle {Hopf} algebras},
     journal = {Annales de l{\textquoteright}Institut Henri Poincar\'e D},
     pages = {437--466},
     volume = {5},
     number = {3},
     year = {2018},
     doi = {10.4171/aihpd/59},
     mrnumber = {3835551},
     zbl = {1408.81021},
     language = {en},
     url = {http://www.numdam.org/articles/10.4171/aihpd/59/}
}
TY  - JOUR
AU  - Hudson, Robin L.
AU  - Schauz, Uwe
AU  - Wu, Yue
TI  - Moments of quantum Lévy areas using sticky shuffle Hopf algebras
JO  - Annales de l’Institut Henri Poincaré D
PY  - 2018
SP  - 437
EP  - 466
VL  - 5
IS  - 3
UR  - http://www.numdam.org/articles/10.4171/aihpd/59/
DO  - 10.4171/aihpd/59
LA  - en
ID  - AIHPD_2018__5_3_437_0
ER  - 
%0 Journal Article
%A Hudson, Robin L.
%A Schauz, Uwe
%A Wu, Yue
%T Moments of quantum Lévy areas using sticky shuffle Hopf algebras
%J Annales de l’Institut Henri Poincaré D
%D 2018
%P 437-466
%V 5
%N 3
%U http://www.numdam.org/articles/10.4171/aihpd/59/
%R 10.4171/aihpd/59
%G en
%F AIHPD_2018__5_3_437_0
Hudson, Robin L.; Schauz, Uwe; Wu, Yue. Moments of quantum Lévy areas using sticky shuffle Hopf algebras. Annales de l’Institut Henri Poincaré D, Tome 5 (2018) no. 3, pp. 437-466. doi : 10.4171/aihpd/59. http://www.numdam.org/articles/10.4171/aihpd/59/

Cité par Sources :