Skip to main content
SpringerLink
Log in

Itô geometry

  • Special Feature: Award of the 1st Gauss Prize to K. Ito
  • Published:
Japanese Journal of Mathematics Aims and scope

Abstract.

This note provides a very brief outline of the ideas from which Itô’s theory of stochastic integral equations derive. The emphasis on the ideas rather than the technical details required to implement them.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Log in via an institution

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Similar content being viewed by others

Author information

Authors and Affiliations

  1. Department of Mathematics, Massachusetts Institute of Technology, M.I.T., 2-272, Cambridge, MA, 02139-4307, USA

    Daniel W. Stroock

Authors
  1. Daniel W. Stroock
    View author publications

    You can also search for this author in PubMed Google Scholar

Corresponding author

Correspondence to Daniel W. Stroock.

Additional information

Communicated by: Toshiyuki Kobayashi

About this article

Cite this article

Stroock, D.W. Itô geometry. Jpn. J. Math. 2, 133–135 (2007). https://doi.org/10.1007/s11537-007-0660-0

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11537-007-0660-0

Keywords and phrases:

Mathematics Subject Classification (2000):

Search

Navigation