The Itô–Nisio theorem, quadratic Wiener functionals, and 1-solitons

Among Professor Kiyosi Itô’s achievements, there is the Itô–Nisio theorem, a completely general theorem relative to the Fourier series decomposition of Brownian motion. In this paper, some of its applications will be reviewed, and new applications to 1-soliton solutions to the Korteweg–de Vries (KdV for short) equation and Eulerian polynomials will be given.