Japanese Journal of Mathematics

, Volume 2, Issue 1, pp 133–135 | Cite as

Itô geometry

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


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.

Keywords and phrases:

Markov processes stochastic integral equations 

Mathematics Subject Classification (2000):

60J25 10J60 


Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© The Mathematical Society of Japan and Springer 2007

Authors and Affiliations

  1. 1.Department of MathematicsMassachusetts Institute of TechnologyCambridgeUSA

Personalised recommendations