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Ruslan Stratonovich

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344:
Nonlinear Nonequilibrium Thermodynamics, 2 Volumes, Springer Series in Synergetics, 1992, 1994 (Volume 1: Linear and Nonlinear Fluctuation-Dissipation Theorem, Volume 2: Advanced Theory)
215:. In 1956 he received his doctorate on the application of the theory of correlated random points to the calculation of electronic noise. In 1969 he became professor of physics at the 474: 236: 489: 331: 321: 335: 248: 464: 469: 428:
M. S. Yarlykov, Yu. A. Soloviev To the 80th Birthday of R. L. Stratonovich, Automation and Remote Control, Band 71, 2010, S. 1447–1450,
277:), which describes decision-making situations in which it comes to the question of how much someone is going to pay for information. 308: 484: 17: 422: 295: 113: 417:
edited by Yu. M. Romanovski, Publishing House of Computer Research Institute, Moscow-Izhevsk, 2007, 174 pages (in Russian).
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R. L. Stratonovich, On value of information, Izvestiya of USSR Academy of Sciences, Technical Cybernetics 5, 3-12 (1965)
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in the theory of path integrals (or distribution functions of statistical mechanics) was introduced by him (and used by
425:. This book contains the full list of Stratonovich's publications (monographs and journal papers, 185 items in total). 172: 373:
R. L. Stratonovich, On a Method of Calculating Quantum Distribution Functions, Soviet Physics Doklady 2, 416 (1958)
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Theory of Information and its Value, Springer, 2020 (ed. Roman V. Belavkin, Panos M. Pardalos, Jose C. Principe).
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Stratonovich first met Kalman in a conference in Moscow in 1960 and corresponded with him from then on
324:: The propagation of electromagnetic waves in multiconductor transmission lines, Pergamon Press 1964 267: 208: 341:
Conditional Markov processes and their application to the theory of optimal control, Elsevier 1968
251:). He also solved the problem of optimal non-linear filtering based on his theory of conditional 216: 192: 85: 429: 256: 240: 95: 449: 444: 274: 8: 244: 228: 204: 140: 418: 409: 212: 382:
J. Hubbard, Calculation of Partition Functions, Physical Review Letters 3, 77 (1959)
247:. Here, the Stratonovich integral is named after him (at the same time developed by 289: 156: 99: 232: 415:
Professor R.L. Stratonovich: reminiscences of relatives, colleagues and friends
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Topics in the theory of random noise, 2 Volumes, Gordon and Breach, 1963, 1967
438: 196: 57: 200: 130: 338:: Nonlinear transformation of stochastic processes, Pergamon Press 1965 211:). In 1953 he graduated and came into contact with the mathematician 164: 168: 188: 239:
is most natural when physical laws are being considered. The
255:, which was published in his papers in 1959 and 1960. The 273:
In 1965, he developed the theory of pricing information (
259:(1961) is a special case of Stratonovich's filter. 195:, specializing in there under P. I. Kuznetsov on 436: 475:State Prize of the Russian Federation laureates 207:– in the broadest sense, but especially in the 187:Ruslan Stratonovich was born on 31 May 1930 in 286:Lomonosov Prize of the Moscow University, 1984 406:In memory of Ruslan Leont'evich Stratonovich 490:Academic staff of Moscow State University 175:and one of the founders of the theory of 309:Filtering problem (stochastic processes) 14: 437: 231:which serves as an alternative to the 408:, Physics-Uspekhi 40, 751–752, 1997 296:State Prize of the Russian Federation 114:State Prize of the Russian Federation 465:20th-century Russian mathematicians 264:Hubbard-Stratonovich transformation 104:Hubbard-Stratonovich transformation 24: 470:Recipients of the USSR State Prize 398: 25: 506: 177:stochastic differential equations 27:Russian mathematician (1930–1997) 161:Русла́н Лео́нтьевич Страто́нович 153:Ruslan Leont'evich Stratonovich 34:Ruslan Leontyevich Stratonovich 485:Moscow State University alumni 385: 376: 367: 358: 191:. He studied from 1947 at the 13: 1: 351: 100:Stratonovich-Kushner equation 182: 7: 302: 257:Kalman-Bucy (linear) filter 222: 10: 511: 280: 270:in solid state physics). 160: 146: 136: 126: 119: 109: 91: 81: 65: 39: 32: 314: 227:Stratonovich invented a 209:electromagnetic spectrum 217:Moscow State University 193:Moscow State University 86:Moscow State University 495:Scientists from Moscow 18:Ruslan L. Stratonovich 460:Probability theorists 455:Soviet mathematicians 241:Stratonovich integral 237:Stratonovich calculus 96:Stratonovich integral 275:Value of information 203:physics – including 404:F V Bunkin et al., 245:stochastic calculus 229:stochastic calculus 199:(a Soviet term for 141:Viacheslav Belavkin 480:Russian physicists 423:978-5-93972-606-1 213:Andrey Kolmogorov 150: 149: 137:Doctoral students 121:Scientific career 16:(Redirected from 502: 392: 389: 383: 380: 374: 371: 365: 362: 290:USSR State Prize 253:Markov processes 163:) was a Russian 162: 72: 49: 47: 30: 29: 21: 510: 509: 505: 504: 503: 501: 500: 499: 435: 434: 401: 399:Further reading 396: 395: 390: 386: 381: 377: 372: 368: 363: 359: 354: 332:P. I. Kuznetsov 322:P. I. Kuznetsov 317: 305: 283: 243:appears in his 225: 185: 102: 98: 82:Alma mater 77: 74: 70: 69:13 January 1997 61: 51: 45: 43: 35: 28: 23: 22: 15: 12: 11: 5: 508: 498: 497: 492: 487: 482: 477: 472: 467: 462: 457: 452: 447: 433: 432: 426: 412: 400: 397: 394: 393: 384: 375: 366: 356: 355: 353: 350: 349: 348: 345: 342: 339: 336:V. I. Tikhonov 328: 325: 316: 313: 312: 311: 304: 301: 300: 299: 293: 287: 282: 279: 224: 221: 184: 181: 148: 147: 144: 143: 138: 134: 133: 128: 124: 123: 117: 116: 111: 107: 106: 93: 92:Known for 89: 88: 83: 79: 78: 76:Moscow, Russia 75: 73:(aged 66) 67: 63: 62: 54:Moscow, Russia 52: 41: 37: 36: 33: 26: 9: 6: 4: 3: 2: 507: 496: 493: 491: 488: 486: 483: 481: 478: 476: 473: 471: 468: 466: 463: 461: 458: 456: 453: 451: 448: 446: 443: 442: 440: 431: 430:Springer Link 427: 424: 420: 416: 413: 411: 407: 403: 402: 388: 379: 370: 361: 357: 346: 343: 340: 337: 333: 329: 326: 323: 319: 318: 310: 307: 306: 297: 294: 291: 288: 285: 284: 278: 276: 271: 269: 265: 260: 258: 254: 250: 246: 242: 238: 234: 230: 220: 218: 214: 210: 206: 202: 198: 197:radio physics 194: 190: 180: 178: 174: 170: 166: 158: 154: 145: 142: 139: 135: 132: 129: 125: 122: 118: 115: 112: 108: 105: 101: 97: 94: 90: 87: 84: 80: 68: 64: 59: 55: 42: 38: 31: 19: 414: 405: 387: 378: 369: 360: 272: 268:John Hubbard 261: 233:Itō calculus 226: 186: 152: 151: 120: 71:(1997-01-13) 58:Soviet Union 450:1997 deaths 445:1930 births 249:Donald Fisk 201:oscillation 173:probabilist 131:Mathematics 50:31 May 1930 439:Categories 352:References 46:1930-05-31 183:Biography 165:physicist 303:See also 223:Research 169:engineer 410:article 157:Russian 421:  298:, 1996 292:, 1988 281:Awards 235:; the 189:Moscow 171:, and 127:Fields 110:Awards 330:with 320:with 315:Works 205:noise 419:ISBN 262:The 66:Died 40:Born 441:: 334:, 219:. 179:. 167:, 159:: 155:( 60:) 56:( 48:) 44:( 20:)

Index

Ruslan L. Stratonovich
Moscow, Russia
Soviet Union
Moscow State University
Stratonovich integral
Stratonovich-Kushner equation
Hubbard-Stratonovich transformation
State Prize of the Russian Federation
Mathematics
Viacheslav Belavkin
Russian
physicist
engineer
probabilist
stochastic differential equations
Moscow
Moscow State University
radio physics
oscillation
noise
electromagnetic spectrum
Andrey Kolmogorov
Moscow State University
stochastic calculus
Itō calculus
Stratonovich calculus
Stratonovich integral
stochastic calculus
Donald Fisk
Markov processes

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