Stochastic representation of tau functions of Korteweg-de Vries equation

In this paper we express tau functions for the Korteweg de Vries (KdV) equation, as Laplace transforms of iterated Skorohod integrals. Our main tool is the notion of Fredholm determinant of an integral operator. Our result extends the paper of Ikeda and Taniguchi who obtained a stochastic representation of tau functions for the $N$-soliton solutions of KdV as the Laplace transform of a quadratic functional of $N$ independent Ornstein-Uhlenbeck processes. Our general result goes beyond the $N$-soliton case and enables us to consider a non soliton solution of KdV associated to a Gaussian process with Cauchy covariance function.