Itō, Kiyosi 19152008
Overview
Works:  103 works in 629 publications in 7 languages and 9,467 library holdings 

Genres:  Conference papers and proceedings Dictionaries 
Roles:  Author, Editor, Publishing director, Honoree, Other, Dedicatee, ed 
Classifications:  QA273, 519.2 
Publication Timeline
.
Most widely held works about
Kiyosi Itō
 Itō's stochastic calculus and probability theory by Nobuyuki Ikeda( Book )
 Stochastic analysis and applications : the Abel Symposium 2005 : proceedings of the Second Abel Symposium, Oslo, July 29August 4, 2005, held in honor of Kiyosi Itō by Fred Espen Benth( Book )
 Wolfgang Doeblin : a mathematician rediscovered by Agnes Handwerk( Visual )
 Markov processes from K. Itô's perspective by Daniel W Stroock( Book )
Most widely held works by
Kiyosi Itō
Diffusion processes and their sample paths by
Kiyosi Itō(
Book
)
59 editions published between 1964 and 2010 in 3 languages and held by 861 WorldCat member libraries worldwide
U4 = Reihentext + Werbetext für dieses Buch Werbetext: Since its first publication in 1965 in the series Grundlehren der mathematischen Wissenschaften this book has had a profound and enduring influence on research into the stochastic processes associated with diffusion phenomena. Generations of mathematicians have appreciated the clarity of the descriptions given of one or more dimensional diffusion processes and the mathematical insight provided into Brownian motion. Now, with its republication in the Classics in Mathematics it is hoped that a new generation will be able to enjoy the classic text of Itô and McKean
59 editions published between 1964 and 2010 in 3 languages and held by 861 WorldCat member libraries worldwide
U4 = Reihentext + Werbetext für dieses Buch Werbetext: Since its first publication in 1965 in the series Grundlehren der mathematischen Wissenschaften this book has had a profound and enduring influence on research into the stochastic processes associated with diffusion phenomena. Generations of mathematicians have appreciated the clarity of the descriptions given of one or more dimensional diffusion processes and the mathematical insight provided into Brownian motion. Now, with its republication in the Classics in Mathematics it is hoped that a new generation will be able to enjoy the classic text of Itô and McKean
Introduction to probability theory by
Kiyosi Itō(
Book
)
34 editions published between 1952 and 1991 in 3 languages and held by 737 WorldCat member libraries worldwide
34 editions published between 1952 and 1991 in 3 languages and held by 737 WorldCat member libraries worldwide
Probability theory and mathematical statistics : proceedings of the fourth USSRJapan symposium, held at Tbilisi, USSR, August
2329, 1982 by
Kiyosi Itō(
Book
)
31 editions published between 1983 and 2008 in 3 languages and held by 419 WorldCat member libraries worldwide
Annotation
31 editions published between 1983 and 2008 in 3 languages and held by 419 WorldCat member libraries worldwide
Annotation
Stochastic processes and their applications : proceedings of the international conference held in Nagoya, July 26, 1985 by
Kiyosi Itō(
Book
)
27 editions published between 1986 and 2008 in English and Undetermined and held by 411 WorldCat member libraries worldwide
27 editions published between 1986 and 2008 in English and Undetermined and held by 411 WorldCat member libraries worldwide
Foundations of stochastic differential equations in infinite dimensional spaces by
Kiyosi Itō(
Book
)
23 editions published between 1983 and 2002 in English and Undetermined and held by 371 WorldCat member libraries worldwide
A systematic, selfcontained treatment of the theory of stochastic differential equations in infinite dimensional spaces. Included is a discussion of Schwartz spaces of distributions in relation to probability theory and infinite dimensional stochastic analysis, as well as the random variables and stochastic processes that take values in infinite dimensional spaces
23 editions published between 1983 and 2002 in English and Undetermined and held by 371 WorldCat member libraries worldwide
A systematic, selfcontained treatment of the theory of stochastic differential equations in infinite dimensional spaces. Included is a discussion of Schwartz spaces of distributions in relation to probability theory and infinite dimensional stochastic analysis, as well as the random variables and stochastic processes that take values in infinite dimensional spaces
Markov processes from K. Itô's perspective by
Daniel W Stroock(
Book
)
3 editions published in 2003 in English and held by 292 WorldCat member libraries worldwide
Kiyosi Ito's greatest contribution to probablity theory may be his introduction of stochastic differential equations to explain the KomogorovFeller theory of Markov processes. Starting with the geometric ideas that guided him, this book gives an account of Ito's programme
3 editions published in 2003 in English and held by 292 WorldCat member libraries worldwide
Kiyosi Ito's greatest contribution to probablity theory may be his introduction of stochastic differential equations to explain the KomogorovFeller theory of Markov processes. Starting with the geometric ideas that guided him, this book gives an account of Ito's programme
Lectures on stochastic processes by
Kiyosi Itō(
Book
)
30 editions published between 1961 and 1984 in 4 languages and held by 275 WorldCat member libraries worldwide
30 editions published between 1961 and 1984 in 4 languages and held by 275 WorldCat member libraries worldwide
Kiyosi Itô : selected papers by
Kiyosi Itō(
Book
)
13 editions published between 1986 and 1987 in English and held by 271 WorldCat member libraries worldwide
13 editions published between 1986 and 1987 in English and held by 271 WorldCat member libraries worldwide
Proceedings of the International Symposium on Stochastic Differential Equations, Kyoto, 1976 by
Kiyosi Itō(
Book
)
17 editions published in 1978 in English and Undetermined and held by 260 WorldCat member libraries worldwide
17 editions published in 1978 in English and Undetermined and held by 260 WorldCat member libraries worldwide
Stochastic analysis : proceedings of the Taniguchi International Symposium on Stochastic Analysis, Katata and Kyoto, 1982 by
Kiyosi Itō(
Book
)
21 editions published between 1982 and 1984 in English and Undetermined and held by 243 WorldCat member libraries worldwide
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, nonlinear functional analysis, control theory and statistical mechanics
21 editions published between 1982 and 1984 in English and Undetermined and held by 243 WorldCat member libraries worldwide
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, nonlinear functional analysis, control theory and statistical mechanics
Essentials of stochastic processes by
Kiyosi Itō(
Book
)
7 editions published in 2006 in English and held by 229 WorldCat member libraries worldwide
"This book is an English translation of Kiyosi Ito's monography published in Japanese in 1957. It gives a unified and comprehensive account of additive processes (or Levy processes), stationary processes, and Markov processes, which constitute the three most important classes of stochastic processes. Written by one of the leading experts in the field, this volume presents to the reader lucid explanations of the fundamental concepts and basic results in each of these three major areas of the theory of stochastic processes."BOOK JACKET
7 editions published in 2006 in English and held by 229 WorldCat member libraries worldwide
"This book is an English translation of Kiyosi Ito's monography published in Japanese in 1957. It gives a unified and comprehensive account of additive processes (or Levy processes), stationary processes, and Markov processes, which constitute the three most important classes of stochastic processes. Written by one of the leading experts in the field, this volume presents to the reader lucid explanations of the fundamental concepts and basic results in each of these three major areas of the theory of stochastic processes."BOOK JACKET
Stochastic processes : lectures given at Aarhus University by
Kiyosi Itō(
Book
)
16 editions published between 2000 and 2010 in English and held by 225 WorldCat member libraries worldwide
This introduction to the theory of stochastic processes emphasises processes with independent increments and Markov processes. Two separate Sections present about 70 exercises and their complete solutions
16 editions published between 2000 and 2010 in English and held by 225 WorldCat member libraries worldwide
This introduction to the theory of stochastic processes emphasises processes with independent increments and Markov processes. Two separate Sections present about 70 exercises and their complete solutions
On stochastic differential equations by
Kiyosi Itō(
Book
)
30 editions published between 1951 and 2000 in 3 languages and held by 211 WorldCat member libraries worldwide
30 editions published between 1951 and 2000 in 3 languages and held by 211 WorldCat member libraries worldwide
Exponentially stable approximations of weakly damped wave equations by
H. T Banks(
Book
)
8 editions published in 1991 in English and held by 138 WorldCat member libraries worldwide
We consider wave equations with damping in the boundary conditions. Techniques to ascertain the uniform preservation under approximation of exponential stability are presented. Several schemes for which preservation can be guaranteed are analyzed. Numerical results that demonstrate the lack of stability under approximation for several popular schemes (including standard finite difference and finite element schemes) are given
8 editions published in 1991 in English and held by 138 WorldCat member libraries worldwide
We consider wave equations with damping in the boundary conditions. Techniques to ascertain the uniform preservation under approximation of exponential stability are presented. Several schemes for which preservation can be guaranteed are analyzed. Numerical results that demonstrate the lack of stability under approximation for several popular schemes (including standard finite difference and finite element schemes) are given
Probabilistic methods in mathematical physics : proceedings of the Taniguchi International Symposium, Katata and Kyoto, 1985 by
Kiyosi Itō(
Book
)
10 editions published in 1987 in English and Undetermined and held by 138 WorldCat member libraries worldwide
10 editions published in 1987 in English and Undetermined and held by 138 WorldCat member libraries worldwide
Stochastic processes, 1968/69 by
Kiyosi Itō(
Book
)
28 editions published between 1957 and 2009 in 3 languages and held by 134 WorldCat member libraries worldwide
28 editions published between 1957 and 2009 in 3 languages and held by 134 WorldCat member libraries worldwide
Collected papers by
Kōsaku Yoshida(
Book
)
11 editions published between 1992 and 2014 in 3 languages and held by 124 WorldCat member libraries worldwide
11 editions published between 1992 and 2014 in 3 languages and held by 124 WorldCat member libraries worldwide
Identification and control in systems governed by partial differential equations by AMSIMSSIAM Joint Summer Research Conference on Control and Identification of Partial Differential Equations(
Book
)
7 editions published in 1993 in English and held by 107 WorldCat member libraries worldwide
7 editions published in 1993 in English and held by 107 WorldCat member libraries worldwide
Itō's stochastic calculus and probability theory by
Nobuyuki Ikeda(
Book
)
2 editions published in 1996 in English and held by 20 WorldCat member libraries worldwide
Professor Kiyosi Ito is well known as the creator of the modern theory of stochastic analysis. Although Ito first proposed his theory, now known as Ito's stochastic analysis or Ito's stochastic calculus, about fifty years ago, its value in both pure and applied mathematics is becoming greater and greater. For almost all modern theories at the forefront of probability and related fields, Ito's analysis is indispensable as an essential instrument, and it will remain so in the future. For example, a basic formula, called the Ito formula, is well known and widely used in fields as diverse as physics and economics. This volume contains 27 papers written by worldrenowned probability theorists. Their subjects vary widely and they present new results and ideas in the fields where stochastic analysis plays an important role. Also included are several expository articles by wellknown experts surveying recent developments. Not only mathematicians but also physicists, biologists, economists and researchers in other fields who are interested in the effectiveness of stochastic theory will find valuable suggestions for their research. In addition, students who are beginning their study and research in stochastic analysis and related fields will find instructive and useful guidance here. This volume is dedicated to Professor Ito on the occasion of his eightieth birthday as a token of deep appreciation for his great achievements and contributions. An introduction to and commentary on the scientific works of Professor Ito are also included
2 editions published in 1996 in English and held by 20 WorldCat member libraries worldwide
Professor Kiyosi Ito is well known as the creator of the modern theory of stochastic analysis. Although Ito first proposed his theory, now known as Ito's stochastic analysis or Ito's stochastic calculus, about fifty years ago, its value in both pure and applied mathematics is becoming greater and greater. For almost all modern theories at the forefront of probability and related fields, Ito's analysis is indispensable as an essential instrument, and it will remain so in the future. For example, a basic formula, called the Ito formula, is well known and widely used in fields as diverse as physics and economics. This volume contains 27 papers written by worldrenowned probability theorists. Their subjects vary widely and they present new results and ideas in the fields where stochastic analysis plays an important role. Also included are several expository articles by wellknown experts surveying recent developments. Not only mathematicians but also physicists, biologists, economists and researchers in other fields who are interested in the effectiveness of stochastic theory will find valuable suggestions for their research. In addition, students who are beginning their study and research in stochastic analysis and related fields will find instructive and useful guidance here. This volume is dedicated to Professor Ito on the occasion of his eightieth birthday as a token of deep appreciation for his great achievements and contributions. An introduction to and commentary on the scientific works of Professor Ito are also included
Poisson point processes and their application to Markov processes by
Kiyosi Itō(
Book
)
10 editions published between 2015 and 2016 in English and German and held by 15 WorldCat member libraries worldwide
An extension problem (often called a boundary problem) of Markov processes has been studied, particularly in the case of onedimensional diffusion processes, by W. Feller, K. Itô, and H. P. McKean, among others. In this book, Itô discussed a case of a general Markov process with state space S and a specified point a ? S called a boundary. The problem is to obtain all possible recurrent extensions of a given minimal process (i.e., the process on S \ {a} which is absorbed on reaching the boundary a). The study in this lecture is restricted to a simpler case of the boundary a being a discontinuous entrance point, leaving a more general case of a continuous entrance point to future works. He established a onetoone correspondence between a recurrent extension and a pair of a positive measure k(db) on S \ {a} (called the jumpingin measure and a nonnegative number m< (called the stagnancy rate). The necessary and sufficient conditions for a pair k, m was obtained so that the correspondence is precisely described. For this, Itô used, as a fundamental tool, the notion of Poisson point processes formed of all excursions of the process on S \ {a}. This theory of Itô's of Poisson point processes of excursions is indeed a breakthrough. It has been expanded and applied to more general extension problems by many succeeding researchers. Thus we may say that this lecture note by Itô is really a memorial work in the extension problems of Markov processes. Especially in Chapter 1 of this note, a general theory of Poisson point processes is given that reminds us of Itô's beautiful and impressive lectures in his day
10 editions published between 2015 and 2016 in English and German and held by 15 WorldCat member libraries worldwide
An extension problem (often called a boundary problem) of Markov processes has been studied, particularly in the case of onedimensional diffusion processes, by W. Feller, K. Itô, and H. P. McKean, among others. In this book, Itô discussed a case of a general Markov process with state space S and a specified point a ? S called a boundary. The problem is to obtain all possible recurrent extensions of a given minimal process (i.e., the process on S \ {a} which is absorbed on reaching the boundary a). The study in this lecture is restricted to a simpler case of the boundary a being a discontinuous entrance point, leaving a more general case of a continuous entrance point to future works. He established a onetoone correspondence between a recurrent extension and a pair of a positive measure k(db) on S \ {a} (called the jumpingin measure and a nonnegative number m< (called the stagnancy rate). The necessary and sufficient conditions for a pair k, m was obtained so that the correspondence is precisely described. For this, Itô used, as a fundamental tool, the notion of Poisson point processes formed of all excursions of the process on S \ {a}. This theory of Itô's of Poisson point processes of excursions is indeed a breakthrough. It has been expanded and applied to more general extension problems by many succeeding researchers. Thus we may say that this lecture note by Itô is really a memorial work in the extension problems of Markov processes. Especially in Chapter 1 of this note, a general theory of Poisson point processes is given that reminds us of Itô's beautiful and impressive lectures in his day
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Kids  General  Special 
Related Identities
 Nihon Sūgakkai Other
 Stroock, Daniel W. Other Author Editor
 McKean, Henry P. (Henry Pratt) 1930
 Hida, Takeyuki 1927 Other Author Editor
 Prokhorov, I︠U︡. V. (I︠U︡riĭ Vasilʹevich) Author Editor
 Taniguchi Kōgyō Shōreikai
 Benth, Fred Espen 1969 Author Editor
 Sato, Keniti 1934 Editor
 佐藤, 健一 (1934 ) Editor
 Varadhan, S. R. S. Other Editor
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Associated Subjects
Aquaculture Black Sea Brownian motion processes Brownian movements Control theory Differential equations Differential equations, Partial Diffusion Diffusion processes Distributed parameter systems Distribution (Probability theory) Döblin, Alfred, Doeblin, Wolfgang Engineering mathematics Exponential functions Families Finance Fishery management France Functional analysis Function spaces Germany Global analysis (Mathematics) Itō, Kiyosi, Kolmogorov, A. N.(Andreĭ Nikolaevich), Markov processes Mathematical analysis Mathematical physics Mathematical statistics Mathematicians Mathematics Measure theory Mediterranean Region Poisson processes Probabilities Semigroups Statistics Stochastic analysis Stochastic difference equations Stochastic differential equations Stochastic integrals Stochastic processes System identification
Alternative Names
Itô, K.
Itō, K. 1915
Itō, K. 19152008
Itō, K. (Kiyoshi), 1915
Ito, K. (Kiyosi), 1915
Itô, K., (Kiyosi) 19152008
Itō, Kiesi
Ito, Kiesi 1915
Itō, Kiesi 19152008
Itô, Kiosi 19152008
Itō, Kiyoshi
Ito, Kiyoshi 1915
Itō, Kiyoshi 19152008
Itō Kiyoshi japanischer Mathematiker
Itō, Kiyosi
Itô, Kiyosi 1915
Itō, Kiyosi 19152008
Itō, Kyosi 1915
Kijoši Itó
Kiyoshi Itō Japanese mathematician
Kiyoshi Itō Japans wiskundige (19152008)
Kiyoshi Itō japansk matematiker
Kiyoshi Itō matematico giapponese
Kiyoshi Itō matemático japonés
Kiyoshi Itō mathématicien japonais
Kiyosi Itô.
Ито, К 19152008
Ито, Киёси
Кійосі Іто
קיושי איטו מתמטיקאי יפני
كيوشي إيتو رياضياتي ياباني
کیوشی ایتو ریاضیدان ژاپنی
이토 기요시
イトウ, キヨシ
イトウ, キヨシ 19152008
伊藤 清 19152008
伊藤清 19152008
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