The Itô-Nisio theorem, quadratic Wiener functionals, and 1-solitons (Q972807)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Itô-Nisio theorem, quadratic Wiener functionals, and 1-solitons |
scientific article |
Statements
The Itô-Nisio theorem, quadratic Wiener functionals, and 1-solitons (English)
0 references
21 May 2010
0 references
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.
0 references
Itô-Nisio theorem
0 references
quadratic Wiener functional
0 references
stochastic area
0 references
1-soliton
0 references
Eulerian polynomial
0 references
0 references
0 references
