Ruslan L. Stratonovich
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Ruslan Leont'evich Stratonovich | |
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Born | May 31, 1930 Moscow, Russia |
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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).