Kiyoshi Itō

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Kiyoshi Ito

Kiyoshi Itō (伊藤清, Itō Kiyoshi^?) (born September 7, 1915) is a Japanese mathematician whose work is now called the Ito calculus. The basic concept of this calculus is the Ito integral, and the most basic among important results is Ito's lemma. It facilitates mathematical understanding of random events. His theory is widely applied, for instance in financial mathematics.

His name is often spelled Itô or Ito in the West, though the standard Hepburn romanization is Itō.

[edit] Life

Ito was born in Hokusei (now Inabe) in Mie Prefecture on the main island of Honshū. After high school he studied mathematics at the Imperial University Tokyo, from which he graduated at the age of 23. After that he started to work for the national statistical office, where he published two of his seminal works on probability and stochastic processes.

In 1945, he was awarded a Ph.D. for his work. Seven years later he became a professor at the University of Kyoto, where he stayed until his retirement in 1979. He was awarded the inaugural Gauss Prize in 2006 for his lifetime achievements.

His youngest daughter Junko Ito is a professor of phonology at University of California, Santa Cruz. She collected the Gauss Prize in Madrid from the King of Spain on behalf of her father.