Ruslan L. Stratonovich

Ruslan Leont'evich Stratonovich (Russian: Русла́н Лео́нтьевич Страто́нович) was an outstanding physicist, engineer, and 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. Other contributions included the invention of the Hubbard-Stratonovich transformation and the development of the value of information theory (1965). His latest book was on non-linear non-equilibrium thermodynamics.

Awards

• Lomonosov Prize of the Moscow University, 1984
• USSR State Prize, 1988
• Russian Federation State Prize, 1996

References

• F V Bunkin et al., In memory of Ruslan Leont'evich Stratonovich, Physics-Uspekhi 40, 751-752, 1997 article
• Professor R.L. Stratonovich: reminiscences of relatives, colleagues and friends edited by Yu. M. Romanovski, Publishing House of Computer Research Institute, Moscow-Izhevsk, 2007, 174 pages (in Russian). ISBN 978-5-93972-606-1. This book contains the full list of Stratonovich's publications (monographs and journal papers, 185 items in total).