Despite its usefulness, the Kalman-Bucy filter is not perfect. One of its weaknesses is that it needs a Gaussian assumption on the initial data. Recently Yau and Yau introduced a new direct method to solve the estimation problem for linear filtering with non-Gaussian initial data. They factored the problem into two parts: (1) the on-line solution of a finite system of ordinary differential equations (ODEs), and (2) the off-line calculation of the Kolmogorov equation. Here we derive an explicit closed-form solution of the Kolmogorov equation. We also give some properties and conduct a numerical study of the solution.

this article we generalize the classical gradient estimate for the minimal surface equation to higher codimension. We consider a vector-valued function $u : \Omega \subset \math{R}^n \to \math{R}^m$ that satisfies the minimal surface system, see equation (1.1) in §1. The graph of u is then a minimal submanifold of $\math{R}^{n+m}$. We prove an a priori gradient bound under the assumption that the Jacobian of $ du: \math{R}^n \to \math{R}^m$ on any two dimensional subspace of $\mtah{R}^n$ is less than or equal to one. This assumption is automatically satisfied when $du$ is of rank one and thus the estimate covers the case when m=1, i.e., the original minimal surface equation. This is applied to Bernstein type theorems for minimal submanifolds of higher codimension.

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We investigate a class of supersymmetric quantum mechanical theories (with two supercharges) having tensor-valued degrees of freedom which are dominated by melon diagrams in the large N limit. One motivation was to examine the interplay between supersymmetry and melonic dominance and potential implications for building toy models of holography. We find a definite tension between supersymmetry (with dynamical bosons) and melonic dominance in this class of systems. More specifically, our theories attain a low energy non-supersymmetric conformal fixed point. The origin of supersymmetry breaking lies in the need to regularize bosonic and fermionic degrees of freedom independently. We investigate various aspects of the low energy spectrum and also comment on related examples with different numbers of supercharges. Along the way we also derive some technical results for SL(2, ℝ) wavefunctions for fermionic excitations.

The notion of a vector space is obtained by axiomatization of the properties of the threedimensional space of Euclidean geometry, or of configuration spaces of classical mechanics. A vector (or linear) space V is a set {x, y,...} equipped with the operations of summation,[x, y] x+ y V, and multiplication by a complex or real number ,[, x] x V, such that (i) The summation is commutative, x+ y= y+ x, and associative,(x+ y)+ z= x+(y+ z). There exist a zero element 0 V, and an inverse element x V, to any x V so that x+ 0= x and x+( x)= 0 holds for all x V.(ii) (x)=() x and 1x= x.(iii) The summation and multiplication are distributive, (x+ y)= x+ y and (+ ) x= x+ x.