Definition of Stratonovich. Meaning of Stratonovich. Synonyms of Stratonovich

- Ruslan Leont'evich Stratonovich (Russian: Русла́н Лео́нтьевич Страто́нович) was a Russian physicist, engineer, and probabilist and one of the founders...
- stochastic processes, the Stratonovich integral or Fisk–Stratonovich integral (developed simultaneously by Ruslan Stratonovich and Donald Fisk) is a stochastic...
- The Hubbard–Stratonovich (HS) transformation is an exact mathematical transformation invented by Russian physicist Ruslan L. Stratonovich and po****rized...
- the related Stratonovich integral is frequently useful in problem formulation (particularly in engineering disciplines). The Stratonovich integral can...
- mathematician Ruslan Stratonovich. In fact, some of the special case linear filter's equations appeared in papers by Stratonovich that were published before...
- proposed by Russian physicist Stratonovich, leading to what is known as the Stratonovich integral. The Itô integral and Stratonovich integral are related, but...
- and early 1960s by Ruslan L. Stratonovich and Harold J. Kushner. The optimal filter SPDE is called Kushner-Stratonovich equation. In 1969, Moshe Zakai...
- (S) preceding the integral stands for Stratonovich. Unlike the Itô formulation, the increments in the Stratonovich integral do not commute with the system...
- specific stochastic partial differential equations (SPDEs) called Kushner-Stratonovich equation, or Zakai equation. It is known that the nonlinear filter density...
- usual conditions, i.e. it is right-continuous and complete. We use the Stratonovich integral which obeys the classical chain rule (compared to Itô calculus)...