Kiyosi Itô

Itô at [[Cornell University]], 1970 , September 7, 1915 – 10 November 2008}} was a Japanese mathematician who made fundamental contributions to probability theory, in particular, the theory of stochastic processes. He invented the concept of stochastic integral and stochastic differential equation, and is known as the founder of so-called Itô calculus. He also pioneered the world connections between stochastic calculus and differential geometry, known as stochastic differential geometry, invited for the ICM in Stockholm. Provided by Wikipedia
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Stochastic analysis [E-Book] : proceedings of the Taniguchi International Symposiumn on Stochastic Analysis, Katata and Kyoto, 1982 /
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Proceedings of the International Symposium on Stochastic Differential Equations, Kyoto, 1976 /
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On stochastic differential equations [E-Book] /
Other Personal Name(s): ...Itō, Kiyosi...

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Diffusion processes and their sample paths /
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On stochastic differential equations /
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Encyclopedic dictionary of mathematics. 4. Appendies and indexes /
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Encyclopedic dictionary of mathematics. 3. O - Z /
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Other Personal Name(s): ...Ito, Kiyosi...
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Encyclopedic dictionary of mathematics. 2. F - N /
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Other Personal Name(s): ...Ito, Kiyosi...
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Encyclopedic dictionary of mathematics. 1. A - E /
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Other Personal Name(s): ...Ito, Kiyosi...