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The surveys in the field of nonlinear filtering (NLF) are enumerous. Most of them are application-oriented and served as the tutorials for the practioners. The local approaches, including Kalman filter and its invariants, have already been studied from various point of views, due to its off-the-shelf implementation and wide applications. However, it cannot give good estimation of the states in highly nonlinear system or with non-Gaussian initial conditional density functions. Moreover, while the local methods only approximate the mean and variance, the global ones seek the way to directly obtain the conditional density function of the states. Consequently, all the statistical information is acquired. In this survey, we shall briefly go through the local approaches and put emphases on the existing three major global approaches: finite-dimensional NLF, sequential Monte Carlo methods (particle filter) and the {Yau-Yau's} on- and off-line solver of Duncan-Mortensen-Zakai's equation {\cite{YY_08}}. The discussions are mainly from the mathematical point of view.

A two-dimensional chiral conformal field theory can be viewed mathematically as the representation theory of its chiral algebra, a vertex operator algebra. Vertex operator algebras are especially well suited for studying logarithmic conformal field theory (in which correlation functions have logarithmic singularities arising from non-semisimple modules for the chiral algebra) because of the logarithmic tensor category theory of Huang, Lepowsky, and Zhang. In this paper, we study not-necessarily-semisimple or rigid braided tensor categories C of modules for the fixed-point vertex operator subalgebra V^G of a vertex operator (super)algebra V with finite automorphism group G. The main results are that every V^G-module in C with a unital and associative V-action is a direct sum of g-twisted V-modules for possibly several g∈G, that the category of all such twisted V-modules is a braided G-crossed (super)category, and that the G-equivariantization of this braided G-crossed (super)category is braided tensor equivalent to the original category C of V^G-modules. This generalizes results of Kirillov and Müger proved using rigidity and semisimplicity. We also apply the main results to the orbifold rationality problem: whether V^G is strongly rational if V is strongly rational. We show that V^G is indeed strongly rational if V is strongly rational, G is any finite automorphism group, and V^G is C_2-cofinite.

We consider in this work stochastic differential equation (SDE) model for particles in contact with a heat bath when the memory effects are non-negligible. As a result of the fluctuation-dissipation theorem, the differential equations driven by fractional Brownian noise to model memory effects should be paired with Caputo derivatives and based on this we consider fractional stochastic differential equations (FSDEs), which should be understood in an integral form. We establish the existence of strong solutions for such equations. In the linear forcing regime, we compute the solutions explicitly and analyze the asymptotic behavior, through which we verify that satisfying fluctuation-dissipation indeed leads to the correct physical behavior. We further discuss possible extensions to nonlinear forcing regime, while leave the rigorous analysis for future works.

Let Mp(2n) be the metaplectic covering of Sp(2n) over a local field of characteristic zero. The core of the theory of endoscopy for Mp(2n) is the geometric transfer of orbital integrals to its elliptic endoscopic groups. The dual of this map, called the spectral transfer, is expected to yield endoscopic character relations which should reveal the internal structure of L-packets. As a first step, we characterize the image of the collective geometric transfer in the non-archimedean case, then reduce the spectral transfer to the case of cuspidal test functions by using a simple stable trace formula. In the archimedean case, we establish the character relations and determine the spectral transfer factors by rephrasing the works by Adams and Renard.