Itō, Kiyosi

Autor: Itō, Kiyosi
Rok: 1915-2008
Oblast působnosti: matematici, vysokoškolští učitelé

Biogr./Hist. údaje: Japonský matematik zabývající se zejména matematickou analýzou, teorií pravděpodobnosti a stochastickými procesy. Je po něm pojmenováno několik matematických jevů. Vysokoškolský pedagog. Publikace z oboru.
Zdroj: Autoritní databáze Národní knihovny ČR

Kiyosi Itô (伊藤 清, Itō Kiyoshi, September 7, 1915 – 10 November 2008) was a Japanese mathematician. He pioneered the theory of stochastic integration and stochastic differential equations, now known as the Itô calculus. Its basic concept is the Itô integral, and among the most important results is a change of variable formula known as Itô's lemma. Itô calculus is a key tool in the mathematical study of random events and is widely applied in various fields, and is perhaps best known for its use in mathematical finance. Ito also made important contribution to the study of diffusion processes on manifolds, known as stochastic differential geometry.Although the standard Hepburn romanization of his name is Itō, he used the spelling Itô (Kunrei-shiki romanization). The alternative spellings Itoh and Ito are also sometimes seen in the West.