- Ruslan L. Stratonovich
Infobox Person
name=Ruslan Leont'evich Stratonovich
birth_date=birth date|1930|5|31|mf=y
birth_place=Moscow ,Russia
death_date=death date|1997|1|13|mf=y
death_place=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 theItō calculus ; theStratonovich calculus is most natural when physical laws are being considered. TheStratonovich 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 thevalue 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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