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VOL. 41 | 2004 Quadratic Wiener Functionals, Kalman-Bucy Filters, and the KdV Equation
Nobuyuki Ikeda, Setsuo Taniguchi

Editor(s) Hiroshi Kunita, Shinzo Watanabe, Yoichiro Takahashi

Abstract

Soliton solutions and the tau function of the KdV equation are studied within the stochastic analytic framework. A key role is played by the Itô formula and the Cameron-Martin transformation.

Information

Published: 1 January 2004
First available in Project Euclid: 3 January 2019

zbMATH: 1057.60055
MathSciNet: MR2083709

Digital Object Identifier: 10.2969/aspm/04110167

Rights: Copyright © 2004 Mathematical Society of Japan

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