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The Itô-Nisio theorem, quadratic Wiener functionals, and 1-solitons

Among Professor Kiyosi Itô's achievements, there is the Itô-Nisio theorem, a completely general theorem relative to the Fourier series decomposition of Brownian motion. In this paper, some of its applications will be reviewed, and new applications to 1-soliton solutions to the Korteweg-de Vries (KdV for short) equation and Eulerian polynomials will be given.
Year of publication:
2010
Authors: Ikeda, Nobuyuki ; Taniguchi, Setsuo
Published in:
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 120.2010, 5, p. 605-621
Publisher: Elsevier
Keywords: Ito-Nisio theorem Quadratic Wiener functional Stochastic area 1-soliton Eulerian polynomial
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10008875511
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