Kiyoshi Itô

E70827

Kiyoshi Itô was a Japanese mathematician renowned for founding the modern theory of stochastic calculus, which underpins much of probability theory and mathematical finance.

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Observed surface forms (1)

Surface form Occurrences
Kiyosi Itô 1

Statements (48)

Predicate Object
instanceOf Japanese mathematician
human
mathematician
almaMater University of Tokyo
awardReceived Crafoord Prize
surface form: Crafoord Prize in Mathematics

Imperial Prize of the Japan Academy
Japan Academy Prize
Kyoto Prize in Basic Sciences
Order of Culture
surface form: Order of Culture (Japan)

Wolf Prize in Mathematics
birthDate 1915-09-07
birthPlace Hokusei, Mie Prefecture, Japan
countryOfCitizenship Japan
deathDate 2008-11-10
educatedAt University of Tokyo
employer Gakushuin University NERFINISHED
Kyoto University NERFINISHED
Nagoya University NERFINISHED
Aarhus University
surface form: University of Aarhus
fieldOfWork mathematical finance
probability theory
stochastic calculus
stochastic processes
gender male
hasAcademicDiscipline mathematics
influenced Black–Scholes model
surface form: Black–Scholes–Merton model

modern mathematical finance
theory of stochastic differential equations
knownFor Itô calculus
Itô diffusion
Itô integral
Itô isometry
Itô processes
surface form: Itô process

Itô’s lemma
founding modern stochastic calculus
languageOfWorkOrName Japanese
memberOf American Academy of Arts and Sciences
Japan Academy
Royal Danish Academy of Sciences and Letters
name Kiyoshi Itô self-link
nativeName 伊藤 清
notableConcept Itô calculus
Itô integral
Itô’s lemma
notableWork Itô processes
surface form: On stochastic processes (seminal papers on stochastic calculus)
occupation mathematician
residence Denmark
Japan

Referenced by (6)

Full triples — surface form annotated when it differs from this entity's canonical label.

Itô calculus developedBy Kiyoshi Itô
Kiyoshi Itô name Kiyoshi Itô self-link
Itô calculus namedAfter Kiyoshi Itô
Itô processes namedAfter Kiyoshi Itô
subject surface form: Itô process
Itô’s lemma namedAfter Kiyoshi Itô
Shizuo Kakutani notableStudent Kiyoshi Itô
this entity surface form: Kiyosi Itô