Skip to main content

Memorial Tributes Volume 22 (2019) / Chapter Skim
Currently Skimming:

MOSHE ZAKAI
Pages 377-381

The Chapter Skim interface presents what we've algorithmically identified as the most significant single chunk of text within every page in the chapter.
Select key terms on the right to highlight them within pages of the chapter.


From page 378...
... With a government fellowship, he obtained a PhD in electrical engineering in 1958 from the University of Illinois at UrbanaChampaign and then returned to the Ministry of Defense scientific department as head of the Communication Research Group. In 1965 he joined the Faculty of Electrical Engineering at the Technion, where he remained until his retirement in 1998 as a Distinguished Professor.
Read the entire page →
From page 379...
... as a suitable way to introduce WongZakai corrections in the more challenging setup of nonlinear stochastic partial differential equations. Another topic to which Zakai made a seminal contribution is the theory of nonlinear filtering.
Read the entire page →
From page 380...
... He turned his attention to the Malliavin calculus, introduced by Paul Malliavin in 1979 to study the smoothness of Gaussian functionals -- in particular of solutions to Itô equations -- with respect to perturbations of the driving white noise, with the aim of providing a probabilistic proof of Lars Hörmander's criterion for the regularity of solutions of parabolic partial differential equations. Zakai was one of a handful of probabilists who started working on Malliavin's calculus shortly after its introduction.
Read the entire page →
From page 381...
... He was a strong proponent of employing sophisticated mathematical tools in engineering, and showed by example that the interaction between mathematics and engineering is highly beneficial to both disciplines. His voice and mentorship will be sorely missed by his many colleagues, students, and friends.
Read the entire page →

Key Terms

  • moshe zakai
  • partial differential
  • electrical engineering
  • differential equations
  • wiener space

  • stochastic processes
  • mathematical tools
  • stochastic partial
  • anticipative changes
  • nonlinear stochastic

  • fields medal
  • advanced mathematical
  • brownian motion
  • wiener integrals
  • modern advanced

  • genetic algorithms
  • major insight
  • bolic partial
  • diffusion processes
  • bilinear stochastic

  • communication research
  • interpret martin
  • multiparameter stochastic
  • mathematical statistics
  • strong proponent

  • government fellowship
  • zakai equation
  • filter using
  • regularity structures
  • radar engineer


    • This material may be derived from roughly machine-read images, and so is provided only to facilitate research.
    More information on Chapter Skim is available.