Kiyosi Itô

Kiyosi Itô at Cornell University, 1970 was a Japanese mathematician. He pioneered the theory of stochastic integration and stochastic differential equations, now known as 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 random events and is applied in various fields, and is perhaps best known for its use in mathematical finance. Itô 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. Provided by Wikipedia

by Ito, Kiyosi
Published 2004
Springer Berlin Heidelberg

by Itô, Kiyosi
Published 2015
Springer Singapore

by Itô, Kiyosi, McKean, Henry P. Jr
Published 1996
Springer Berlin Heidelberg

by Hida, Takeyuki
Published 1986
Other Authors: '; ...Itô, Kiyosi...

Published 1986
Springer Berlin Heidelberg
Other Authors: '; ...Ito, Kiyosi...