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Kiyosi Itô

Kiyosi Itô
Kiyosi Ito.jpg
Kiyosi Itô at Cornell University, 1970
Born (1915-09-07)September 7, 1915
Hokusei, Mie, Honshū, Japan
Died November 10, 2008(2008-11-10) (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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