Bibliography of Kiyosi Itô |
1942 |
On stochastic processes (infinitely divisible laws of probability) (Doctoral thesis). Japan Journ. Math. XVIII, 261-301. |
1942 |
Differential equations determining a Markoff process (original Japanese: Zenkoku Sizyo Sugaku Danwakai-si). Journ. Pan-Japan Math. Coll. No.1077. |
1943 |
Foundation of Probability Theory (in Japanese), Iwanami. Tokyo. |
1944 |
On the ergodicity of certain stationary processes. In: Proc. Imp. Acad. Tokyo 20, 54-55. |
1944 |
A kinematic theory of turbulence. In: Proc. Imp. Acad. Tokyo 20, 120-122. |
1944 |
On the normal stationary process with no hysteresis. In: Proc. Imp. Acad. Tokyo 20, 199-202. |
1944 |
A screw line in Hilbert space and its application to the probability theory. Proc. Imp. Acad. Tokyo 20, 203-209. |
1944 |
Stochastic integral. In: Proc. Imp. Acad. Tokyo 20, 519-524. |
1944 |
On Student's test. Proc. Imp. Acad. Tokyo 20, 694-700. |
1946 |
On a stochastic integral equation. In: Proc. Imp. Acad. Tokyo 22, 32-35. |
1950 |
Stochastic differential equations in a differentiable manifold. Nagoya Math. Joum. 1, 35-47. |
1950 |
Brownian motions in a Lie group. In: Proc. Imp. Acad. Tokyo 26, 4-10. |
1951 |
On stochastic differential equations. Mem. Amer. Math. Soc. 4, 1-51. |
1951 |
On a formula concerning stochastic differentials. Nagoya Math. Joum.3, 55-65. |
1951 |
Multiple Wiener integral. Journ. Math. Soc. Japan 3, 157-169. |
1952 |
Complex multiple Wiener integral. Japan Journ. Math. 22, 63-86. |
1952 |
Probability Theory (in Japanese), Iwanami, Tokyo. |
1953 |
Stochastic differential equations in a differentiable manifold (2). Mem. Coll. Science, Univ. Kyoto, Ser. A., 28, 81-85. |
1953 |
Stationary random distributions. Mem. Coll. Scien.ce, Univ. Kyoto, Ser.A., 28, 209-223. |
1956 |
Isotropic random current. In: Proc. Third Berkeley Symp. Math. Statist. Prob. II, 125-132. |
1956 |
Spectral type of the shift transformation of differential processes with stationary increments. Trans. Amer. Math. Soc. 81, 253-263. |
1957 |
Stochastic Processes I, II (in Japanese), Iwanami Series of Modern Applied Mathematics A. 13, I, 11, Iwanami, Tokyo. (Russian translation by A.D. Wentzel 1960 (Part I), 1963 (Part II); English translation by Y. Ito 2006, Essentials of Stochastic Processes, American Mathematical Society) |
1960 |
Lectures on Stochastic Processes, Tata Institute of Fundamental Research, Bombay. |
1960 |
Potentials and random walk (with H. P. McKean, Jr.). Illinois Journ. Math. 4, 119-132. |
1960 |
Wiener integral and Feynman integral. In: Proc. Fourth Berkeley Symp. Math. Statist. Prob. II, 227-238. |
1962 |
Construction of diffusions. Ann. Fac. Sci. Univ. Clermont 2, 23-32. |
1962 |
The Brownian motion and tensor fields on Riemannian manifold. In: Proc. Intern. Congr. Mathemat. (Stockholm), 536-539. |
1963 |
Brownian motion on a half line (with H. P. McKean, Jr.). Illinois Journ. Math. 7, 181-231. |
1964 |
The expected number of zeros of continuous stationary Gaussian processes. Journ. Math. Kyoto Univ. 3, 207-216. |
1964 |
On stationary solutions of a stochastic differential equation (with M. Nisio). Journ. Math. Kyoto Univ. 4, 1-75 (1964). |
1965 |
Transformation of Markov processes by multiplicative functionals (with S. Watanabe). Ann. Inst. Fourier, Univ. Grenoble XV, 13-30. |
1965 |
Generalized uniform complex measures in the Hilbertian metric space with their application to the Feynman integral. In: Proc. Fifth Berkeley Symp. Math. Statist. Prob. II, 145-161. |
1965 |
Diffusion Processes and Their Sample Paths (with H. P. McKean, Jr.), Springer; reprint of the 1974 Edition in the Springer Series of Classics in. Mathematics, 1996. |
1968 |
The canonical modification of stochastic processes. Journ. Math. Soc. Japan 20, 130-150. |
1968 |
On the convergence of sums of independent Banach space valued random variables. (with M. Nisio). Osaka Journ. Math. 5, 35-48. |
1968 |
On the oscillation functions of Gaussian processes (with M. Nisio). Math. Scand. 22, 209-223. |
1969 |
Aarhus Lecture Notes on Stochastic Processes, Lecture Notes Series 16, Aarhus University, Denmark. (Published 2004, Springer Verlag, eds. O. Barndorff-Nielsen and K. Sato) |
1969 |
Canonical measurable random functions. In: Proc. Int. Conf. Funct. Anal. Rel. Topics (Tokyo), 369-377. |
1970 |
The topological support of a Gaussian measure on Hilbert space. Nagoya Math. Journ. 38, 181-183. |
1970 |
Poisson point processes attached to Markov processes. In: Proc. Sixth Berkeley Symp. Math. Statist. Prob. III, 225-239. |
1972 |
Stochastic differentials of continuous local martingales. In: Stability of Stochastic Dynamical Systems. (Lecture Notes in Mathematics 294), Springer-Verlag, Berlin, 1-7. |
1973 |
Stochastic integration. In: Vector and Operator Valued Measures and Applications, Academic Press, New York, 141-148. |
1974 |
Stochastic differentials, Appl. Math. and Opt. 1, 374-381. |
1975 |
Stochastic parallel displacement. In: Probabilistic Methods in Differential Equations (Lecture Notes in Mathematics 451), Springer-Verlag, Berlin, 1-7. |
1975 |
Stochastic calculus. In: Mathematical Prob1ems in Physics (Lecture Notes in Physics 39), Springer-Verlag, 218-223. |
1976 |
Extension of stochastic integrals. In: Proc. Int. Symp. Stochastic Differential Equations (Kyoto) 95-109. |
1976 |
Introduction to stochastic differential equations (with S. Watanabe). In: Proc. Int. Symp. Stochastic Differential Equations (Kyoto), i-xxx. |
1976 |
Commentary on [20f], [21c,d], [23d], [24d], pp. 513-519. Comments on [57a], pp. 757. In: Wiener, Norbert F Collected works. Vol. I. Mathematical philosophy and foundations; potential theory; Brownian movement, Wiener integrals, ergodic and chaos theories, turbulence and statistical mechanics. With commentaries. Edited by P. Masani. Mathematicians of Our Time, 10. MIT Press, Cambridge, Mass.-London, 1976. x+761, pp. ISBN 0-262-23070-4 |
1978 |
Stochastic analysis in infinite dimensions. In: Stochastic Analysis (A. Friedman and M. Pinsky, eds.), Academic Press, New York, 187-197. |
1978 |
Probability Theory (in Japanese), Iwanami Series of Fundamental Mathematics Analysis (I) vii, Iwanami, Tokyo, revised 1983. |
1980 |
Continuous additive S'-processes. Lect. Notes in Control and Inform. Sci. 25, Springer, New York, 36-46. |
1982 |
Infinite dimensional Ornstein-Uhlenbeck processes. In: Taniguchi Symp. SA, Katata, 197-224. |
1982 |
Regularization of linear random functionals (with M. Nawata). In Probability Theory and Mathematical Statistics, Fourth USSR-Japan Symposium Proceedings, 1982 (Lecture Notes in Mathematics 1021), Springer-Verlag, Berlin, 257-267. |
1983 |
Distribution-valued processes arising from independent Brownian motions. .Math. Zeit. 182, 17-33. |
1984 |
A stochastic differential equation in infinite dimensions. In: Contemporory Math.26, 163-169. |
1984 |
Introduction to Probability Theory (English translation of Chapters I-IV of 1978 Probability Theory, Iwanami) Cambridge University Press. |
1984 |
Foundations of Stochastic Differential Equations in Infinite Dimensional Spaces. (CBMS-NSF Reg. Conf. Ser. in Appl. Math. 47) SIAM. |
1985 |
Editor, Iwanami Sūgaku Ziten, 3rd edition, Iwanami, Tokyo. |
1987 |
Editor, Encyclopedic Dictionary of Mathematics, second edition, Vol I-IV, MIT Press, Cambridge, Mass., and London, England. (English translation of Iwanami Sūgaku Ziten, 3rd edition, 1985) |
1987 |
Kiyosi Itô, Selected Papers (eds. D. W. Stroock and S. R. S. Varadhan) Springer-Verlag. |
1987 |
Malliavin's C∞-functionals of a centered Gaussian system. IMA Preprint Series, Univ. Minnesota, No 327. |
1988 |
Malliavin calculus on a Segal space. In: Stochastic Analysis, Proc. of Japanese-French Seminar, Paris, 1987, (eds. M. Métivier and S. Watanabe), Lecture Notes in Mathematics 1322, Springer-Verlag, Berlin, 50-72. |
1990 |
Positive generalized functions on (R∞, B∞, N∞). In: White Noise Analysis Mathematics and Applications, (eds. T. Hida, H.-H. Kuo, J. Potthoff and L. Streit), World Scientific, 166-179. |
1992 |
On Malliavin calculus. In: Proceedings of 1989 Singapore Probability Conference, (eds. L. H. Y. Chen, K. P. Choi, K. Hu and J.-H. Lou), Walter de Gruyter, 47-72. |
1993 |
An elementary approach to Malliavin fields, in Asymptotic problems in probability theory: Wiener functionals and asymptotics, Proceedings of Taniguchi Symp. Sanda and Kyoto. 1990, (eds. K. D. Elworthy and N. Ikeda), Pitman Research Notes in Math. Series 284, Longman, 35-89. |
1993 |
Semigroups in probability theory. In: Functional analysis and related topics. Proceedings of the International Conference in Memory of Professor Kôsaku Yosida. RIMS, Kyoto Univ. 1991, (ed. H. Komatsu), Lecture Notes in Mathematics 1540, Springer-Verlag, Berlin, 69-83. |
1994 |
On Malliavin tensor fields. Communs. Pure and Appl. Math. XLVII, 377-403 (1994). (The third of five special issues dedicated to Henry McKean.) |
1997 |
A measure-theoretic approach to Malliavin calculus. In: New Trends in Stochastic Analysis, Proc. Taniguchi Symposium, Sept. 1994, Charingworth, (eds. K. D. Elworthy, S. Kusuoka and I. Shigekawa), World Scientific, 220-287. |
2004 |
Stochastic Processes (eds. O. Barndorff-Nielsen and K. Sato), Springer-Verlag (originally published as Lecture Notes from Aarhus University 1969). |
2006 |
Essentials of Stochastic Processes (translated by Yuji Ito, 1957 Stochastic Processes, Iwanami), Translations of Mathematical Monographs, vol. 231, American Mathematical Society. |
Research
Institute for Mathematical Sciences |