The Itô-Nisio theorem, quadratic Wiener functionals, and 1-solitons (Q972807)
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scientific article; zbMATH DE number 5710797
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| English | The Itô-Nisio theorem, quadratic Wiener functionals, and 1-solitons |
scientific article; zbMATH DE number 5710797 |
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The Itô-Nisio theorem, quadratic Wiener functionals, and 1-solitons (English)
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21 May 2010
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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 are reviewed, and new applications to 1-soliton solutions to the Korteweg-de Vries (KdV for short) equation and Eulerian polynomials are given.
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Itô-Nisio theorem
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quadratic Wiener functional
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stochastic area
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1-soliton
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Eulerian polynomial
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0.87343615
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0.8662977
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0.86452526
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0.8630318
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0.8619225
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0.8594538
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