Memorial Tributes Volume 22 (2019) / Chapter Skim
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MOSHE ZAKAI
Pages 377-381

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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.
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.
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 It? equations -- with respect to perturbations of the driving white noise, with the aim of providing a probabilistic proof of Lars H?rmander'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.
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.


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