Kiyosi Itô
| Kiyosi Itô | |
|---|---|
Kiyosi Itô at Cornell University, 1970
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| Born |
September 7, 1915 Hokusei, Mie, Honshū, Japan |
| Died | November 10, 2008 (aged 93) Kyōto, Japan |
| Fields | Mathematics |
| Institutions | University of Kyoto |
| Alma mater | University of Tokyo |
| Doctoral advisor | Shokichi Iyanaga |
| Doctoral students |
Masatoshi Fukushima Takeyuki Hida Shigeo Kusuoka Makiko Nisio Murali Rao Shinzo Watanabe Toshio Yamada |
| Known for | Itô calculus |
| Influences | Norbert Wiener, Paul Lévy |
| Notable awards | Asahi Prize (1977) Wolf Prize in Mathematics (1987) Kyoto Prize (1998) Gauss Prize (2006) |
Kiyosi Itô (伊藤 清 Itō Kiyoshi?, September 7, 1915 – 10 November 2008) was a Japanese mathematician. He pioneered the theory of stochastic integration and stochastic differential equations, now known as the Itô calculus. Its basic concept is the Itô integral, and among the most important results is a change of variable formula known as Itô's lemma. Itô calculus is a method used in the mathematical study of and is applied in various fields, and is perhaps best known for its use in mathematical finance. Ito also made contributions to the study of diffusion processes on manifolds, known as stochastic differential geometry.
Although the standard Hepburn romanization of his name is Kiyoshi Itō, he used the spelling Kiyosi Itô (Kunrei-shiki romanization). The alternative spellings Itoh and Ito are also sometimes seen in the West.
Itô was born in Hokusei in Mie Prefecture on the main island of Honshū. He graduated with a B.S. (1938) and a Ph.D (1945) in Mathematics from the University of Tokyo. Between 1938 and 1945, Itô worked for the Japanese National Statistical Bureau, where he published two of his seminal works on probability and . After that he continued to develop his ideas on stochastic analysis with many important papers on the topic.
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