Quadratic Wiener Functionals, Kalman-Bucy Filters, and the KdV Equation

Nobuyuki Ikeda, Setsuo Taniguchi
Stochastic Analysis and Related Topics in Kyoto: In honour of Kiyosi Itô   unpublished
Soliton solutions and the tau function of the KdV equation are studied within the stochastic analytic framework. A key role is played by the Itô formula and the Cameron-Martin transformation. ∂ 3 u ∂x 3 .
doi:10.2969/aspm/04110167 fatcat:e3lgh3hdvvbzlmr3hsskl22er4