Euler polynomials, Bernoulli polynomials, and Lévy's stochastic area formula

DOI10.1016/j.bulsci.2011.07.009zbMath1236.60049OpenAlexW2137944531MaRDI QIDQ645944

Nobuyuki Ikeda, Setsuo Taniguchi

Publication date: 11 November 2011

Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.bulsci.2011.07.009

zbMATH Keywords

computation of momentsEulerian and Bernoulli polynomialsLévy's stochastic area

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic analysis (60Hxx)

Cites Work

• The Atiyah-Singer theorems: A probabilistic approach. I: The index theorem
• The Itô-Nisio theorem, quadratic Wiener functionals, and 1-solitons
• Least action principle, heat propagation and subelliptic estimates on certain nilpotent groups
• Semiclassical asymptotics of eigenvalues for Schrödinger operators with magnetic fields
• Multiple Wiener integral
• Johann Faulhaber and Sums of Powers
• A combinatorial method for calculating the moments of Lévy area
• Faulhaber and Bernoulli polynomials and solitons
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