Quadratic Wiener functionals and dynamics on Grassmannians

DOI10.1016/S0007-4497(01)01097-1MaRDI QIDQ5956290zbMATH OpenOpenAlexFDO

Authors Keisuke Hara, Nobuyuki Ikeda

Publication date 21 October 2002

Published in Bulletin des Sciences Mathématiques (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0007-4497(01)01097-1

zbMATH Keywords

GrassmanniansJacobi equationsquadratic Wiener functionalsstochastic area

Mathematics Subject Classification ID

Grassmannians, Schubert varieties, flag manifolds (14M15) Stochastic integrals (60H05)

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Cited in

(6)

• Finite dimensional determinants as characteristic functions of quadratic Wiener functionals
• On Wiener functionals of order 2 associated with soliton solutions of the KdV equation
• Finite dimensional characteristic functions of Brownian rough path
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• scientific article; zbMATH DE number 956694 (Why is no real title available?)
• The Itô-Nisio theorem, quadratic Wiener functionals, and 1-solitons

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