Kiyoshi Ito ( Japanese 伊藤 清 Ito: Kiyoshi , September 7, 1915 , Hokusei ( Inabe ), Japan - November 10, 2008 , Kyoto , Japan ) is an outstanding Japanese mathematician known for his work on stochastic analysis, the theory of stochastic integration and stochastic differential equations .
| Kiyoshi Ito | |
|---|---|
| 伊藤 清 | |
 Kiyoshi Ito | |
| Date of Birth | September 7, 1915 |
| Place of Birth | Hokusey-sho , Japan |
| Date of death | November 10, 2008 (93 years old) |
| Place of death | Kyoto , Japan |
| A country |  Japan |
| Scientific field | differential equations , probability theory |
| Place of work | National Statistics Office, Kyoto University |
| Alma mater | Imperial University of Tokyo |
| supervisor | |
| Awards and prizes |  Wolf Prize in Mathematics (1987)  Kyoto Award  |
Kiyoshi Ito is the author of stochastic analysis, which allows one to study the trajectories of random processes (see Ito analysis ). He developed the theory of stochastic integration and a new concept of the integral (see Ito integral ). Its most famous result is the Ito formula . His theory is widely used, for example, in biology, physics, control theory and financial mathematics .
Content
Life
Ito began to study mathematics at the Imperial University of Tokyo , which he graduated at 23. After that, he joined the National Statistics Office, where he published two of his papers on probability theory and stochastics . During World War II he continued to work in the Department of Statistics with a brief teaching period at Nagoya University .
In 1945 he received a Ph.D. for his work. Seven years later, he became a professor at Kyoto University , where he worked until he retired in 1979 .
Shizue's wife died in 2000 . Three daughters were born in the family who were born in Japan but currently residing in different countries: Keiko Kojima, ( Otsu , Japan), Kazuko Sorensen ( London , Great Britain ) and Junko Ito ( Santa Cruz , California , USA ).
He died on November 10, 2008 in a hospital in Kyoto [1] .
Recognition
In 1978 he received the Imperial Prize of the Japanese Academy of Sciences .
In 1985 received .
In 1998 he received the Kyoto Prize for his work.
In 2006 he received the Gauss Prize [2] .
Selected Works
- Kiyosi Ito, On Stochastic Differential Equations, American Mathematical Society, 1951
- Kiyosi Ito, Stochastic processes, 1968/69 (Lecture notes series, no. 16), Aarhus Universitet, Matematisk Institut, 1969
- Kiyosi Ito, Henry P. McKean, Jr. Diffusion Processes and their Sample Paths, Springer-Verlag, Berlin, Heidelberg, New York, 1974
- Kiyosi Ito, An Introduction to Probability Theory, Cambridge University Press, 1986
- Kiyosi Ito, Essentials of Stochastic Processes (Translations of Mathematical Monographs, V. 231), American Mathematical Society, 2006
Notes
- ↑ Lohr S. Kiyoshi Ito, 93, Mathematician Who Described Random Motion, Dies // “ The New York Times .” - November 23, 2008 . (English) - November 26, 2008.
- ↑ ICM – 2006, Madrid: International Congress of Mathematicians . Section "Gauss Award"
Links
- John J. O'Connor and Edmund F. Robertson . Ito, Kiyoshi (Eng.) - biography in the MacTutor archive.