On Wiener functionals of order 2 associated with soliton solutions of the KdV equation

DOI10.1016/j.jfa.2003.11.002zbMath1070.60049OpenAlexW2135274851MaRDI QIDQ1888798

Setsuo Taniguchi

Publication date: 29 November 2004

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfa.2003.11.002

zbMATH Keywords

Malliavin calculusHilbert-Schmidt operatorStochastic oscillatory integral

Mathematics Subject Classification ID

KdV equations (Korteweg-de Vries equations) (35Q53) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (3)

Deviation inequalities for quadratic Wiener functionals and moderate deviations for parameter estimators ⋮ Brownian sheet and reflectionless potentials ⋮ Affine term structure as multi-soliton

Cites Work

• Analysis of Wiener functionals (Malliavin calculus) and its applications to heat kernels
• Fubini's theorem for double Wiener integrals and the variance of the Brownian path
• Oscillatory integrals with quadratic phase function on a real abstract Wiener space
• Lévy's stochastic area and the principle of stationary phase
• Measurable Functions on Hilbert Space
• Evaluation of various Wiener integrals by use of certain Sturm-Liouville differential equations
• Quadratic Wiener functionals and dynamics on Grassmannians
• Analytic functions, Cauchy formula, and stationary phase on a real abstract Wiener space
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