Probabilistic methods in mathematical physics: Proceedings of the Taniguchi International Symposium, Katata and Kyoto, 1985

by Kiyoshi Itō

441 pages, Hardcover

Published January 1, 1987

About the author

Professor Kiyosi Itô is one of the most distinguished probability theorists in the world. He is the creator of a branch of mathematics that deals with stochastics and probabilities, now known as Itō calculus in his honour, and one of its main tools is the stochastic integral, also known as Itō integral. This calculus plays a fundamental role in modern financial mathematics.

Itō died in Kyoto, Japan, in 2008. He was 93 years old.