Kiyosi Itô 
Japanese 
Kiyosi Itô(19152008)  
Eightieth Birthday Lecture  
RIMS, Kyoto University, September 1995 
Kiyosi Itô is one of the pioneers of probability theory, and the originator of Ito Calculus. First published in 1942 in Japanese, this epochmaking theory of stochastic differential equations describes nondeterministic and random evolutions. The socalled Ito formula has found applications in other branches of mathematics as well as in various other fields including, e.g., conformal field theory in physics, stochastic control theory in engineering, population genetics in biology, and most recently, mathematical finance in economics. The citation from the National Academy of Science states: 

Besides being renowned for his brilliant mathematical achievements during a long and productive career spanning over sixty years, Itô has been a truly inspirational teacher to many mathematicians in Japan and abroad. He has received numerous national and international awards and honors, including the 1987 Wolf Foundation Prize in Mathematics, the 1998 Kyoto Prize in Basic Sciences, and the 2003 Japanese Cultural Merit Prize. In 2006, Itô was awarded the first Carl Friedrich Gauss Prize for Applications of Mathematics 





BIBLIOGRAPHY OF KIYOSI ITÔ  
Related Links  
Ito biography by The MacTutor History of Mathematics archive  
The 2005 Abel Symposium  A symposium in honor of Kiyosi Itô's 90th Birthday  
Markov Processes from K. Itô's Perspective (AM155) Daniel W. Stroock  
