Stochastic Analysis: Proceedings of the Taniguchi International Symposium on Stochastic Analysis, Katata and Kyoto, 1982

by Kiyoshi Itō

Stochastic analysis, a branch of probability theory stemming from the theory of stochastic differential equations, is becoming increasingly important in connection with partial differential equations, non-linear functional analysis, control theory and statistical mechanics.

496 pages, Hardcover

Published January 1, 1984

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.