Brownian bridge expansions for Lévy area approximations and particular values of the Riemann zeta function
Work
Year: 2022
Type: article
Abstract: We study approximations for the Lévy area of Brownian motion which are based on the Fourier series expansion and a polynomial expansion of the associated Brownian bridge. Comparing the asymptotic con... more
Authors James Foster, Karen Habermann
Institutions University of Bath, University of Warwick
Cites: 29
Cited by: 6
Related to: 10
FWCI: 1.288
Citation percentile (by year/subfield): 87.39
Subfield: Mathematical Physics
Field: Mathematics
Domain: Physical Sciences
Sustainable Development Goal Sustainable cities and communities
Open Access status: hybrid