### Abstract

In this paper, the investigation into stochastic calculus related with the KdV equation, which was initiated by S. Kotani [Construction of KdV-flow on generalized reflectionless potentials, preprint, November 2003] and made in succession by N. Ikeda and the author [Quadratic Wiener functionals, Kalman-Bucy filters, and the KdV equation, Advanced Studies in Pure Mathematics, vol. 41, pp. 167-187] and S. Taniguchi [On Wiener functionals of order 2 associated with soliton solutions of the KdV equation, J. Funct. Anal. 216 (2004) 212-229] is continued. Reflectionless potentials give important examples in the scattering theory and the study of the KdV equation; they are expressed concretely by their corresponding scattering data, and give a rise of solitons of the KdV equation. Ikeda and the author established a mapping ψ of a family G0 of probability measures on the one-dimensional Wiener space to the space Ξ0 of reflectionless potentials. The mapping gives a probabilistic expression of reflectionless potential. In this paper, it will be shown that ψ is bijective, and hence G0 and Ξ0 can be identified. The space Ξ0 was extended to the one Ξ of generalized reflectionless potentials, and was used by V. Marchenko to investigate the Cauchy problem for the KdV equation and by S. Kotani to construct KdV-flows. As an application of the identification of G0 and Ξ0 via ψ, taking advantage of the Brownian sheet, it will be seen that convergences of elements in G0 realizes the extension of Ξ0 to Ξ.

Original language | English |
---|---|

Pages (from-to) | 293-309 |

Number of pages | 17 |

Journal | Stochastic Processes and their Applications |

Volume | 116 |

Issue number | 2 |

DOIs | |

Publication status | Published - Feb 1 2006 |

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### All Science Journal Classification (ASJC) codes

- Statistics and Probability
- Modelling and Simulation
- Applied Mathematics

### Cite this

**Brownian sheet and reflectionless potentials.** / Taniguchi, Setsuo.

Research output: Contribution to journal › Article

*Stochastic Processes and their Applications*, vol. 116, no. 2, pp. 293-309. https://doi.org/10.1016/j.spa.2005.09.005

}

TY - JOUR

T1 - Brownian sheet and reflectionless potentials

AU - Taniguchi, Setsuo

PY - 2006/2/1

Y1 - 2006/2/1

N2 - In this paper, the investigation into stochastic calculus related with the KdV equation, which was initiated by S. Kotani [Construction of KdV-flow on generalized reflectionless potentials, preprint, November 2003] and made in succession by N. Ikeda and the author [Quadratic Wiener functionals, Kalman-Bucy filters, and the KdV equation, Advanced Studies in Pure Mathematics, vol. 41, pp. 167-187] and S. Taniguchi [On Wiener functionals of order 2 associated with soliton solutions of the KdV equation, J. Funct. Anal. 216 (2004) 212-229] is continued. Reflectionless potentials give important examples in the scattering theory and the study of the KdV equation; they are expressed concretely by their corresponding scattering data, and give a rise of solitons of the KdV equation. Ikeda and the author established a mapping ψ of a family G0 of probability measures on the one-dimensional Wiener space to the space Ξ0 of reflectionless potentials. The mapping gives a probabilistic expression of reflectionless potential. In this paper, it will be shown that ψ is bijective, and hence G0 and Ξ0 can be identified. The space Ξ0 was extended to the one Ξ of generalized reflectionless potentials, and was used by V. Marchenko to investigate the Cauchy problem for the KdV equation and by S. Kotani to construct KdV-flows. As an application of the identification of G0 and Ξ0 via ψ, taking advantage of the Brownian sheet, it will be seen that convergences of elements in G0 realizes the extension of Ξ0 to Ξ.

AB - In this paper, the investigation into stochastic calculus related with the KdV equation, which was initiated by S. Kotani [Construction of KdV-flow on generalized reflectionless potentials, preprint, November 2003] and made in succession by N. Ikeda and the author [Quadratic Wiener functionals, Kalman-Bucy filters, and the KdV equation, Advanced Studies in Pure Mathematics, vol. 41, pp. 167-187] and S. Taniguchi [On Wiener functionals of order 2 associated with soliton solutions of the KdV equation, J. Funct. Anal. 216 (2004) 212-229] is continued. Reflectionless potentials give important examples in the scattering theory and the study of the KdV equation; they are expressed concretely by their corresponding scattering data, and give a rise of solitons of the KdV equation. Ikeda and the author established a mapping ψ of a family G0 of probability measures on the one-dimensional Wiener space to the space Ξ0 of reflectionless potentials. The mapping gives a probabilistic expression of reflectionless potential. In this paper, it will be shown that ψ is bijective, and hence G0 and Ξ0 can be identified. The space Ξ0 was extended to the one Ξ of generalized reflectionless potentials, and was used by V. Marchenko to investigate the Cauchy problem for the KdV equation and by S. Kotani to construct KdV-flows. As an application of the identification of G0 and Ξ0 via ψ, taking advantage of the Brownian sheet, it will be seen that convergences of elements in G0 realizes the extension of Ξ0 to Ξ.

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U2 - 10.1016/j.spa.2005.09.005

DO - 10.1016/j.spa.2005.09.005

M3 - Article

AN - SCOPUS:30344463317

VL - 116

SP - 293

EP - 309

JO - Stochastic Processes and their Applications

JF - Stochastic Processes and their Applications

SN - 0304-4149

IS - 2

ER -