Definition of Stratonovich. Meaning of Stratonovich. Synonyms of Stratonovich

Here you will find one or more explanations in English for the word Stratonovich. Also in the bottom left of the page several parts of wikipedia pages related to the word Stratonovich and, of course, Stratonovich synonyms and on the right images related to the word Stratonovich.

Definition of Stratonovich

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Meaning of Stratonovich from wikipedia

- the related Stratonovich integral is frequently useful in problem formulation (particularly in engineering disciplines). The Stratonovich integral can...
- stochastic processes, the Stratonovich integral or Fisk–Stratonovich integral (developed simultaneously by Ruslan Stratonovich and Donald Fisk) is a stochastic...
- mathematician Ruslan Stratonovich. In fact, some of the special case linear filter's equations appeared in papers by Stratonovich that were published before...
- Ruslan Leont'evich Stratonovich (Russian: Русла́н Лео́нтьевич Страто́нович) was a Russian physicist, engineer, and probabilist and one of the founders...
- proposed by Russian physicist Stratonovich, leading to what is known as the Stratonovich integral. The Itô integral and Stratonovich integral are related, but...
- theory. The equation is sometimes referred to as the Stratonovich–Kushner (or Kushner–Stratonovich) equation. However, the correct equation in terms of...
- The Hubbard–Stratonovich (HS) transformation is an exact mathematical transformation invented by Russian physicist Ruslan L. Stratonovich and po****rized...
- and early 1960s by Ruslan L. Stratonovich and Harold J. Kushner. The optimal filter SPDE is called Kushner-Stratonovich equation. In 1969, Moshe Zakai...
- \partial x_{l}}}g_{km}g_{ml}.} An Itô SDE as above also corresponds to a Stratonovich SDE which reads x ˙ k = h k + g k l ξ l − 1 2 ∂ g k l ∂ x m g m l . {\displaystyle...
- theory of SDEs, this GTO is a stochastic evolution operator (SEO) in Stratonovich interpretation. However, unlike SEOs in the theory of SDEs and/or the...