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Moments of quantum Lévy areas using sticky shuffle Hopf algebras

Hudson, Robin; Schauz, Uwe; Wu, Yue

Inst. Mathematik

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.
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  • This publication is with permission of the rights owner freely accessible due to an Alliance licence and a national licence (funded by the DFG, German Research Foundation) respectively.