Ruslan L. Stratonovich
Encyclopedia
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 process
es, 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
.
Physicist
A physicist is a scientist who studies or practices physics. Physicists study a wide range of physical phenomena in many branches of physics spanning all length scales: from sub-atomic particles of which all ordinary matter is made to the behavior of the material Universe as a whole...
, engineer
Engineer
An engineer is a professional practitioner of engineering, concerned with applying scientific knowledge, mathematics and ingenuity to develop solutions for technical problems. Engineers design materials, structures, machines and systems while considering the limitations imposed by practicality,...
, and probabilist
Probabilist
A probabilist is either:* A follower of probabilism * A mathematician who practices probability theory; see List of mathematical probabilists...
. Professor Stratonovich was born on May 31, 1930 in Moscow
Moscow
Moscow is the capital, the most populous city, and the most populous federal subject of Russia. The city is a major political, economic, cultural, scientific, religious, financial, educational, and transportation centre of Russia and the continent...
, Russia
Russia
Russia or , officially known as both Russia and the Russian Federation , is a country in northern Eurasia. It is a federal semi-presidential republic, comprising 83 federal subjects...
. He died on the 13th of January, 1997.
Stratonovich invented a stochastic calculus
Stochastic calculus
Stochastic calculus is a branch of mathematics that operates on stochastic processes. It allows a consistent theory of integration to be defined for integrals of stochastic processes with respect to stochastic processes...
which serves as an alternative to the Itō calculus
Ito calculus
Itō calculus, named after Kiyoshi Itō, extends the methods of calculus to stochastic processes such as Brownian motion . It has important applications in mathematical finance and stochastic differential equations....
; the Stratonovich calculus is most natural when physical laws are being considered. The Stratonovich integral
Stratonovich integral
In stochastic processes, the Stratonovich integral is a stochastic integral, the most common alternative to the Itō integral...
appears in his stochastic calculus
Stochastic calculus
Stochastic calculus is a branch of mathematics that operates on stochastic processes. It allows a consistent theory of integration to be defined for integrals of stochastic processes with respect to stochastic processes...
. He also solved the problem of optimal non-linear filtering based on his theory of conditional Markov process
Markov process
In probability theory and statistics, a Markov process, named after the Russian mathematician Andrey Markov, is a time-varying random phenomenon for which a specific property holds...
es, 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
Hubbard-Stratonovich transformation
The Hubbard–Stratonovich transformation is an exact mathematical transformation invented by Russian physicist Ruslan L. Stratonovich and popularized by British physicist John Hubbard...
and the development of the value of information
Value of information
Value of information is the amount a decision maker would be willing to pay for information prior to making a decision.-Similar terms:...
theory (1965). His latest book was on non-linear non-equilibrium thermodynamics
Thermodynamics
Thermodynamics is a physical science that studies the effects on material bodies, and on radiation in regions of space, of transfer of heat and of work done on or by the bodies or radiation...
.
Awards
- Lomonosov Prize of the Moscow University, 1984
- USSR State Prize, 1988
- Russian Federation State Prize, 1996