Ito, Kiyosi (1915–2008)

Kiyosi Ito
Kiysoi Ito

Kiyosi Ito was born on September 7, 1915 in the Mie Perfecture of Japan. He studied mathematics at the Imperial University of Tokyo, graduating in 1938. After graduation, Ito worked in a statistics bureau for a few years before obtaining a position as an assistant professor at the Nagoya Imperial University in 1943. He was appointed professor of mathematics at Kyoto University, one of the premier universities in Japan, in 1952. Ito remained at Kyoto University, except for visiting positions at Cornell University and the Institute for Advanced Study in Princeton, until his retirement in 1979.

Ito is best known for his development of the stochastic integral, now known as the Ito integral in his honor. Stochastic integration is of fundamental importance in the study of Brownian motion and more general diffusion processes. In addition, Ito made important contributions in other areas of probability and stochastic processes, including stationary processes and Markov processes.

Kiyosi Ito died on 10 November 2008, in Kyoto Japan.

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