Kiyoshi Itō

From Wikipedia, the free encyclopedia

Kiyoshi Itō
Born September 7, 1915 (1915-09-07) (age 92)
Hokusei, Mie, Honshū, Japan
Nationality Flag of Japan 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

[edit] External links