Open Access
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

Adv. Stud. Pure Math., 2004: 167-187 (2004) DOI: 10.2969/aspm/04110167

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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