Stochastic Analysis of Gaussian Processes via Fredholm Representation

We show that every separable Gaussian process with integrable variance function admits a Fredholm representation with respect to a Brownian motion. We extend the Fredholm representation to a transfer principle and develop stochastic analysis by using it. We show the convenience of the Fredholm representation by giving applications to equivalence in law, bridges, series expansions, stochastic differential equations and maximum likelihood estimations

Semi-classical trace formulas and heat expansions

in the recent paper [Journal of Physics A, 43474-0288 (2011)], B. Helffer and R. Purice compute the second term of a semi-classical trace formula for a Schr\"odinger operator with magnetic field. We show how to recover their formula by using the methods developped by the geometers in the seventies for the heat expansions.Comment: To appear in "Analysis of Partial Differential Equations

An excursion from enumerative goemetry to solving systems of polynomial equations with Macaulay 2

Solving a system of polynomial equations is a ubiquitous problem in the applications of mathematics. Until recently, it has been hopeless to find explicit solutions to such systems, and mathematics has instead developed deep and powerful theories about the solutions to polynomial equations. Enumerative Geometry is concerned with counting the number of solutions when the polynomials come from a geometric situation and Intersection Theory gives methods to accomplish the enumeration. We use Macaulay 2 to investigate some problems from enumerative geometry, illustrating some applications of symbolic computation to this important problem of solving systems of polynomial equations. Besides enumerating solutions to the resulting polynomial systems, which include overdetermined, deficient, and improper systems, we address the important question of real solutions to these geometric problems. The text contains evaluated Macaulay 2 code to illuminate the discussion. This is a chapter in the forthcoming book "Computations in Algebraic Geometry with Macaulay 2", edited by D. Eisenbud, D. Grayson, M. Stillman, and B. Sturmfels. While this chapter is largely expository, the results in the last section concerning lines tangent to quadrics are new.Comment: LaTeX 2e, 22 pages, 1 .eps figure. Source file (.tar.gz) includes Macaulay 2 code in article, as well as Macaulay 2 package realroots.m2 Macaulay 2 available at http://www.math.uiuc.edu/Macaulay2 Revised with improved exposition, references updated, Macaulay 2 code rewritten and commente

Discrete logarithms in curves over finite fields

A survey on algorithms for computing discrete logarithms in Jacobians of curves over finite fields