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Kiyosi ItoOutstanding Japanese mathematician
Date of Birth: 07.09.1915
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Content:
- Early Life and Education
- Professional Career
- Academic Achievements
- Stochastic Analysis
- Itō's Formula
- Personal Life
- Legacy
Early Life and Education
Kiyosi Itō was born on September 7, 1915, in Katsuyama, Fukui, Japan. He developed an interest in mathematics at a young age and pursued his studies at the Imperial University of Tokyo, graduating at the age of 23.
Professional Career
After graduating, Itō joined the National Bureau of Statistics, where he published two papers on probability theory and stochasticity. During World War II, he continued to work at the bureau while briefly teaching at Nagoya University.
Academic Achievements
In 1945, Itō received his doctorate for his work on stochastic processes. Seven years later, he became a professor at Kyoto University, where he remained until his retirement in 1979.
Stochastic Analysis
Itō is renowned for his contributions to stochastic analysis, a field that examines the trajectories of random processes. He developed the theory of stochastic integration and introduced a novel concept of the integral (known as the Itō integral).
Itō's Formula
Itō's most celebrated result is the Itō formula, which provides a method for calculating the differential of a stochastic process with respect to time.
Personal Life
Itō married Shizue in 1945 and they had three daughters: Keiko Kojima, Kazuko Sorensen, and Junko Itō. Shizue passed away in 2000.
Legacy
Itō's theories have found wide application in fields such as biology, physics, control theory, and financial mathematics. He received numerous awards for his work, including the Kyoto Prize in 1998 and the Gauss Prize in 2006.
Kiyosi Itō died on November 10, 2008, in Kyoto at the age of 93. He left behind a lasting legacy as one of the most influential mathematicians of the 20th century, whose work continues to shape the understanding and application of stochastic processes.