Brownian sheet and reflectionless potentials

DOI10.1016/j.spa.2005.09.005zbMath1088.60077arXivmath/0507229OpenAlexW2133171724MaRDI QIDQ2490062

Setsuo Taniguchi

Publication date: 28 April 2006

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0507229

zbMATH Keywords

Ornstein-Uhlenbeck process

Mathematics Subject Classification ID

Gaussian processes (60G15) Periodic solutions to ordinary differential equations (34C25) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integrals (60H05) Convergence of probability measures (60B10)

Related Items (2)

The Itô-Nisio theorem, quadratic Wiener functionals, and 1-solitons ⋮ Affine term structure as multi-soliton

Cites Work

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• Compactness of the set of reflection-free potentials
• Sturm-Liouville operators and applications. Transl. from the Russian by A. Iacob
• The periodic problem for the Korteweg-de Vries equation
• On Wiener functionals of order 2 associated with soliton solutions of the KdV equation
• Reflectionless Transmission through Dielectrics and Scattering Potentials

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