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Kiyoshi Itō at Cornell University, 1970
September 7, 1915|
Hokusei, Mie, Honshū, Japan
|Died||November 10, 2008
|Institutions||University of Kyoto|
|Alma mater||University of Tokyo|
|Doctoral students||Masatoshi Fukushima
|Known for||Itō calculus|
|Notable awards||Wolf Prize in Mathematics (1987), Gauss Prize (2006)|
Kiyoshi Itō (伊藤 清 Itō Kiyoshi?, September 7, 1915 – 10 November 2008) was a Japanese mathematician. His major contribution to mathematics is now called Itō calculus. Its basic concept is the Itō integral, and among the most important results is Itō's lemma. Itō calculus facilitates mathematical understanding of random events. His theory is widely applied in various fields, and is perhaps best known for its use in financial mathematics.
Itō was born in Hokusei in Mie Prefecture on the main island of Honshū. He graduated with a B.S. (1938) and a Ph.D (1945) in Mathematics from the University of Tokyo. Between 1938 and 1945, Itō worked for the national statistical office, where he published two of his seminal works on probability and stochastic processes. After that he continued to develop his ideas on stochastic analysis with many important papers on the topic.
In 1952, he became a Professor at the University of Kyoto where he remained until his retirement in 1979.
Itō was awarded the inaugural Gauss Prize in 2006 for his lifetime achievements. As he was unable to travel to Madrid, his youngest daughter, Junko Itō received the Gauss Prize from the King of Spain on his behalf. Later on, International Mathematics Union (IMU) President Sir J. Ball personally presented the medal to Dr. Ito at a special ceremony held in Kyoto.
Itō's formula was celebrated at a financial conference many years after he developed it. As a pure mathematician, Itō was bemused at all the fuss and claimed not to remember deriving the formula in the first place.
Itō died on November 10, 2008 in Kyoto, Japan. He was 93.
- "Renowned math wiz Ito, 93, dies", The Japan Times, November 15, 2008
- Lohr, Steve (November 23, 2008), "Kiyoshi Ito, 93, Mathematician Who Described Random Motion, Dies", The New York Times
- "Donald Keene, 7 others win Order of Culture," Yomiuri Shimbun. October 29, 2008 (in Japanese)
- Obituary at The New York Times
- O'Connor, John J.; Robertson, Edmund F., "Kiyoshi Itō", MacTutor History of Mathematics archive, University of St Andrews.
- Protter, Philip (June–July 2007), "The Work of Kyoshi Itō" (.PDF), Notices of the American Mathematical Society 54 (6): 744–745, retrieved 2007-09-20