Kiyoshi Itō
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Kiyoshi Itō | |
Born | September 7, 1915 Hokusei, Mie, Honshū, Japan |
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Nationality | Japan |
Fields | Mathematics |
Institutions | University of Aarhus Cornell University University of Kyoto |
Alma mater | Imperial University Tokyo |
Known for | Itō calculus |
Notable awards | Wolf Prize in Mathematics (1987), Gauss Prize (2006) |
Kiyoshi Itō (伊藤 清 Itō Kiyoshi?) (born September 7, 1915) is a Japanese mathematician whose work is now called Itō calculus. The basic concept of this calculus is the Itō integral, and the most basic among important results is Itō's lemma. It facilitates mathematical understanding of random events. His theory is widely applied, for instance in financial mathematics.
Although the standard Hepburn romanization of his name is Itō, the spellings Itô (as in Kunrei-shiki romanization) or Ito are often seen in the West as well.
[edit] Biography
Itō was born in Hokusei (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 remained until his retirement in 1979. In addition, he held professorships at University of Aarhus from 1966 to 1969, and Cornell University from 1969 to 1975. Itō was awarded the inaugural Carl Friedrich Gauss Prize in 2006 for his lifetime achievements.
His youngest daughter Junko Itō 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.
[edit] References
- O'Connor, John J. & Robertson, Edmund F., “Kiyoshi Itō”, MacTutor History of Mathematics archive
- Protter, Philip (June/July 2007). "The Work of Kyoshi Itō" (.PDF). Notices of the American Mathematical Society vol. 54 (no. 6): pp. 744-745.