Ruslan L. Stratonovich

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Ruslan Leont'evich Stratonovich
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Born May 31, 1930(1930-05-31)
Moscow, Russia
Died January 13, 1997
Moscow, Russia

Ruslan Leont'evich Stratonovich was an outstanding physicist, engineer, probabilist. Professor Stratonovich was born on May 31, 1930 in Moscow, Russia. He died on the 13th of January, 1997.

Stratonovich invented a stochastic calculus which serves as an alternative to the Itō calculus; the Stratonovich calculus is most natural when physical laws are being considered. The Stratonovich integral appears in his stochastic calculus. He also solved the problem of optimal non-linear filtering based on his theory of conditional Markov processes, which was published in his papers in 1959 and 1960. The Kalman-Bucy (linear) filter (1961) is a special case of Stratonovich's filter. He also developed the value of information theory (1965). His latest book was on non-linear non-equilibrium thermodynamics.

In 2007 the Publishing House of Computer Research Institute published a biographical book (in Russian) devoted to R.L. Stratonovich, "Professor R.L. Stratonovich: reminiscences of relatives, colleagues and friends" edited by Yu. M. Romanovski (ISBN 978-5-93972-606-1, Moscow-Izhevsk, 2007, 174 pages). This book contains the full list of Stratonovich's publications (monographs and journal papers (185 items in total).

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