Abstract

An identity in law, shown in Mansuy and Yor (2008); Yor (1991), involves integrals of quadratic functionals of the Brownian motion. The corresponding equalities of moments bring in equalities of multiple integrals of joint moments of the Brownian motion taken at different times. In the present paper, we compute these moments, and deduce an interpretation of some of these computations in terms of combinatorial sums indexed by different paths of random walks.

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.