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On the works of Kiyosi Itô and stochastic analysis

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

A common feature that can be consistently found in the works of Professor Kiyosi Itô is a leap from the analysis in distribution family level toward the analysis and synthesis in sample paths level, which has turned analytic descriptions into thoroughly stochastic ones.

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Authors and Affiliations

  1. Osaka University, Osaka, Japan

    Masatoshi Fukushima (Emeritus Professor)

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  1. Masatoshi Fukushima
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Correspondence to Masatoshi Fukushima.

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Communicated by: Toshiyuki Kobayashi

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Fukushima, M. On the works of Kiyosi Itô and stochastic analysis. Jpn. J. Math. 2, 45–53 (2007). https://doi.org/10.1007/s11537-007-0644-0

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  • DOI: https://doi.org/10.1007/s11537-007-0644-0

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