رسلان ستراتونوڤتش

Ruslan Leontyevich Stratonovich
Ruslan Leontyevich Stratonovich
وُلِدَ	31 مايو 1930; Moscow, Russia (Soviet Union)
توفي	13 يناير 1997 (aged 66); Moscow, Russia
المدرسة الأم	Moscow State University
اللقب	Stratonovich integral; Stratonovich-Kushner equation; Hubbard-Stratonovich transformation
الجوائز	State Prize of the Russian Federation
	السيرة العلمية
المجالات	Mathematics
طلاب الدكتوراه	Viacheslav Belavkin

Ruslan Leont'evich Stratonovich (روسية: Русла́н Лео́нтьевич Страто́нович) was a Russian physicist, engineer, and probabilist and one of the founders of the theory of stochastic differential equations.

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Biography

Ruslan Stratonovich was born on 31 May 1930 in Moscow. He studied from 1947 at the Moscow State University, specializing in there under P. I. Kuznetsov on radio physics (a Soviet term for oscillation physics – including noise – in the broadest sense, but especially in the electromagnetic spectrum). In 1953 he graduated and came into contact with the mathematician Andrey Kolmogorov. 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 Moscow State University.

Research

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. Here, the Stratonovich integral is named after him (at the same time developed by Donald Fisk). 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.^[1]

The Hubbard-Stratonovich transformation in the theory of path integrals (or distribution functions of statistical mechanics) was introduced by him (and used by John Hubbard in solid state physics).^[2]^[3]

In 1965, he developed the theory of pricing information (Value of information), which describes decision-making situations in which it comes to the question of how much someone is going to pay for information.^[4]

Awards

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

Works

with P. I. Kuznetsov: The propagation of electromagnetic waves in multiconductor transmission lines, Pergamon Press 1964
Topics in the theory of random noise, 2 Volumes, Gordon and Breach, 1963, 1967
with P. I. Kuznetsov, V. I. Tikhonov: Nonlinear transformation of stochastic processes, Pergamon Press 1965
Conditional Markov processes and their application to the theory of optimal control, Elsevier 1968
Nonlinear Nonequilibrium Thermodynamics, 2 Volumes, Springer Series in Synergetics, 1992, 1994 (Volume 1: Linear and Nonlinear Fluctuation-Dissipation Theorem, Volume 2: Advanced Theory)
Theory of Information and its Value, Springer, 2020 (ed. Roman V. Belavkin, Panos M. Pardalos, Jose C. Principe).

References

^ Stratonovich first met Kalman in a conference in Moscow in 1960 and corresponded with him from then on
^ R. L. Stratonovich, On a Method of Calculating Quantum Distribution Functions, Soviet Physics Doklady 2, 416 (1958)
^ J. Hubbard, Calculation of Partition Functions, Physical Review Letters 3, 77 (1959)
^ R. L. Stratonovich, On value of information, Izvestiya of USSR Academy of Sciences, Technical Cybernetics 5, 3-12 (1965)