Kiyosi Itô
This article includes a list of general references, but it lacks sufficient corresponding inline citations. (March 2018) |
Kiyosi Itô | |
---|---|
University of Kyoto | |
Doctoral advisor | Shokichi Iyanaga |
Doctoral students | Shinzo Watanabe |
Kiyosi Itô (伊藤 清, Itō Kiyoshi, Japanese pronunciation: .
Overview
Itô pioneered the theory of
stochastic differential geometry.[2]
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.
Biography
Itô was born in
Itō calculus
. After that he continued to develop his ideas on stochastic analysis with many important papers on the topic.
In 1952, he became a professor at the
Stanford, the Institute for Advanced Study in Princeton, New Jersey, and Aarhus University
in Denmark.
Itô was awarded the inaugural
King of Spain
on his behalf. Later, International Mathematics Union (IMU) President Sir John Ball personally presented the medal to Itô at a special ceremony held in Kyoto.
In October 2008, Itô was honored with Japan's Order of Culture, and an awards ceremony for the Order of Culture was held at the Imperial Palace.[4]
Itô wrote in Japanese, Chinese, German, French and English.
He died on November 10, 2008, in
Kyoto, Japan
, at age 93.
Scientific works of Kiyosi Itô
- Kiyosi Itô (1940). "On the Probability Distribution on a Compact Group". Proceedings of the Physico-Mathematical Society of Japan. 3rd Series. 22 (12): 977–998.
- Kiyosi Ito (1942). "Differential equations determining a Markoff process" (PDF). Zenkoku Sizyo Sugaku Danwakai-si (J. Pan-Japan Math. Coll.) (1077): 1352–1400.
- Kiyosi Itô (1944). "Stochastic integral". .
- Kiyosi Itô (1946). "On a stochastic integral equation". .
- Kiyosi Itô (1950). "Stochastic differential equations in a differentiable manifold". .
- Kiyosi Itô (1951). "On a formula concerning stochastic differentials". .
- Kiyosi Itô and Henry McKean (1974). Diffusion Processes and Their Sample Paths. Berlin: ISBN 978-3-540-60629-1.
- Kiyosi Itô (1984). Foundations of Stochastic Differential Equations in Infinite Dimensional Spaces. Philadelphia: ISBN 978-0-89871-193-6.
Notes
- ^ "Renowned math wiz Ito, 93, dies", The Japan Times, November 15, 2008
- ^ Lohr, Steve (November 23, 2008), "Kiyosi Ito, 93, Mathematician Who Described Random Motion, Dies", The New York Times
- ^ Kiyoshi Ito Japanese mathematician / Encyclopedia Britannica
- ^ "Donald Keene, 7 others win Order of Culture," Archived 2008-10-30 at the Wayback Machine Yomiuri Shimbun. October 29, 2008 (in Japanese)
References
- Obituary at The New York Times
- O'Connor, John J.; Robertson, Edmund F., "Kiyosi Itô", MacTutor History of Mathematics Archive, University of St Andrews
- Foellmer, Hans (May 2006), On Kiyosi Itô's Work and its Impact (.PDF), retrieved 2020-09-20
- Protter, Philip (June–July 2007), "The Work of Kyoshi Itô" (.PDF), Notices of the American Mathematical Society, 54 (6): 744–745, retrieved 2007-09-20
- Kunita, Hiroshi (May 2010), "Itô's stochastic calculus: its surprising power for applications", Stochastic Processes and Their Applications, 120 (5): 7622–652,
See also
- Itô calculus
- Itô diffusion
- Itô integral
- Itô–Nisio theorem
- Itô isometry
- Itô's lemma
- Black–Scholes model
External links
- Kiyosi Itô(1915-2008) / Eightieth Birthday Lecture RIMS, Kyoto University, September 1995 / Research Institute for Mathematical Sciences, Kyoto University Kyoto
- Bibliography of Kiyosi Itô
- Kiyosi Itô at Research Institute for Mathematical Sciences
- Kiyosi Itô at the Mathematics Genealogy Project
- Kiyoshi Ito Japanese mathematician / Encyclopedia Britannica