Japanese Journal of Mathematics

, Volume 2, Issue 1, pp 79–81

Recollections of K. Itô and Kyoto 1957/58

Special Feature: Award of the 1st Gauss Prize to K. Ito

DOI: 10.1007/s11537-007-0659-6

Cite this article as:
McKean, H. Jpn. J. Math. (2007) 2: 79. doi:10.1007/s11537-007-0659-6


This paper recollects the author’s encounter with Itô in Princeton 1954 and their collaboration on diffusion process and their sample path.

Keywords and phrases:

probability theory stochastic processes K. Itô 

Mathematics Subject Classification (2000):

60G05 60G17 60J60 

Copyright information

© The Mathematical Society of Japan and Springer 2007

Authors and Affiliations

  1. 1.Department of Mathematics, Courant Institute of Mathematical SciencesNew York UniversityNew YorkUSA

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