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Brownian sheet and reflectionless potentials

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  • Taniguchi, Setsuo

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 [psi] of a family of probability measures on the one-dimensional Wiener space to the space [Xi]0 of reflectionless potentials. The mapping gives a probabilistic expression of reflectionless potential. In this paper, it will be shown that [psi] is bijective, and hence and [Xi]0 can be identified. The space [Xi]0 was extended to the one [Xi] 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 and [Xi]0 via [psi], taking advantage of the Brownian sheet, it will be seen that convergences of elements in realizes the extension of [Xi]0 to [Xi].

Suggested Citation

  • Taniguchi, Setsuo, 2006. "Brownian sheet and reflectionless potentials," Stochastic Processes and their Applications, Elsevier, vol. 116(2), pages 293-309, February.
    • Handle: RePEc:eee:spapps:v:116:y:2006:i:2:p:293-309
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    Cited by:

    1. Ikeda, Nobuyuki & Taniguchi, Setsuo, 2010. "The Itô-Nisio theorem, quadratic Wiener functionals, and 1-solitons," Stochastic Processes and their Applications, Elsevier, vol. 120(5), pages 605-621, May.

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