WorldCat Identities

Itō, Kiyosi 1915-2008

Overview
Works: 103 works in 629 publications in 7 languages and 9,467 library holdings
Genres: Conference papers and proceedings  Dictionaries 
Roles: Author, Editor, Publishing director, Honoree, Other, Dedicatee, ed
Classifications: QA273, 519.2
Publication Timeline
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Most widely held works by Kiyosi Itō
Diffusion processes and their sample paths by Kiyosi Itō( Book )

59 editions published between 1964 and 2010 in 3 languages and held by 861 WorldCat member libraries worldwide

U4 = Reihentext + Werbetext für dieses Buch Werbetext: Since its first publication in 1965 in the series Grundlehren der mathematischen Wissenschaften this book has had a profound and enduring influence on research into the stochastic processes associated with diffusion phenomena. Generations of mathematicians have appreciated the clarity of the descriptions given of one- or more- dimensional diffusion processes and the mathematical insight provided into Brownian motion. Now, with its republication in the Classics in Mathematics it is hoped that a new generation will be able to enjoy the classic text of Itô and McKean
Introduction to probability theory by Kiyosi Itō( Book )

34 editions published between 1952 and 1991 in 3 languages and held by 737 WorldCat member libraries worldwide

Probability theory and mathematical statistics : proceedings of the fourth USSR-Japan symposium, held at Tbilisi, USSR, August 23-29, 1982 by Kiyosi Itō( Book )

31 editions published between 1983 and 2008 in 3 languages and held by 419 WorldCat member libraries worldwide

Annotation
Stochastic processes and their applications : proceedings of the international conference held in Nagoya, July 2-6, 1985 by Kiyosi Itō( Book )

27 editions published between 1986 and 2008 in English and Undetermined and held by 411 WorldCat member libraries worldwide

Foundations of stochastic differential equations in infinite dimensional spaces by Kiyosi Itō( Book )

23 editions published between 1983 and 2002 in English and Undetermined and held by 371 WorldCat member libraries worldwide

A systematic, self-contained treatment of the theory of stochastic differential equations in infinite dimensional spaces. Included is a discussion of Schwartz spaces of distributions in relation to probability theory and infinite dimensional stochastic analysis, as well as the random variables and stochastic processes that take values in infinite dimensional spaces
Markov processes from K. Itô's perspective by Daniel W Stroock( Book )

3 editions published in 2003 in English and held by 292 WorldCat member libraries worldwide

Kiyosi Ito's greatest contribution to probablity theory may be his introduction of stochastic differential equations to explain the Komogorov-Feller theory of Markov processes. Starting with the geometric ideas that guided him, this book gives an account of Ito's programme
Lectures on stochastic processes by Kiyosi Itō( Book )

30 editions published between 1961 and 1984 in 4 languages and held by 275 WorldCat member libraries worldwide

Kiyosi Itô : selected papers by Kiyosi Itō( Book )

13 editions published between 1986 and 1987 in English and held by 271 WorldCat member libraries worldwide

Proceedings of the International Symposium on Stochastic Differential Equations, Kyoto, 1976 by Kiyosi Itō( Book )

17 editions published in 1978 in English and Undetermined and held by 260 WorldCat member libraries worldwide

Stochastic analysis : proceedings of the Taniguchi International Symposium on Stochastic Analysis, Katata and Kyoto, 1982 by Kiyosi Itō( Book )

21 editions published between 1982 and 1984 in English and Undetermined and held by 243 WorldCat member libraries worldwide

Stochastic analysis, a branch of probability theory stemming from the theory of stochastic differential equations, is becoming increasingly important in connection with partial differential equations, non-linear functional analysis, control theory and statistical mechanics
Essentials of stochastic processes by Kiyosi Itō( Book )

7 editions published in 2006 in English and held by 229 WorldCat member libraries worldwide

"This book is an English translation of Kiyosi Ito's monography published in Japanese in 1957. It gives a unified and comprehensive account of additive processes (or Levy processes), stationary processes, and Markov processes, which constitute the three most important classes of stochastic processes. Written by one of the leading experts in the field, this volume presents to the reader lucid explanations of the fundamental concepts and basic results in each of these three major areas of the theory of stochastic processes."--BOOK JACKET
Stochastic processes : lectures given at Aarhus University by Kiyosi Itō( Book )

16 editions published between 2000 and 2010 in English and held by 225 WorldCat member libraries worldwide

This introduction to the theory of stochastic processes emphasises processes with independent increments and Markov processes. Two separate Sections present about 70 exercises and their complete solutions
On stochastic differential equations by Kiyosi Itō( Book )

30 editions published between 1951 and 2000 in 3 languages and held by 211 WorldCat member libraries worldwide

Exponentially stable approximations of weakly damped wave equations by H. T Banks( Book )

8 editions published in 1991 in English and held by 138 WorldCat member libraries worldwide

We consider wave equations with damping in the boundary conditions. Techniques to ascertain the uniform preservation under approximation of exponential stability are presented. Several schemes for which preservation can be guaranteed are analyzed. Numerical results that demonstrate the lack of stability under approximation for several popular schemes (including standard finite difference and finite element schemes) are given
Probabilistic methods in mathematical physics : proceedings of the Taniguchi International Symposium, Katata and Kyoto, 1985 by Kiyosi Itō( Book )

10 editions published in 1987 in English and Undetermined and held by 138 WorldCat member libraries worldwide

Stochastic processes, 1968/69 by Kiyosi Itō( Book )

28 editions published between 1957 and 2009 in 3 languages and held by 134 WorldCat member libraries worldwide

Collected papers by Kōsaku Yoshida( Book )

11 editions published between 1992 and 2014 in 3 languages and held by 124 WorldCat member libraries worldwide

Identification and control in systems governed by partial differential equations by AMS-IMS-SIAM Joint Summer Research Conference on Control and Identification of Partial Differential Equations( Book )

7 editions published in 1993 in English and held by 107 WorldCat member libraries worldwide

Itō's stochastic calculus and probability theory by Nobuyuki Ikeda( Book )

2 editions published in 1996 in English and held by 20 WorldCat member libraries worldwide

Professor Kiyosi Ito is well known as the creator of the modern theory of stochastic analysis. Although Ito first proposed his theory, now known as Ito's stochastic analysis or Ito's stochastic calculus, about fifty years ago, its value in both pure and applied mathematics is becoming greater and greater. For almost all modern theories at the forefront of probability and related fields, Ito's analysis is indispensable as an essential instrument, and it will remain so in the future. For example, a basic formula, called the Ito formula, is well known and widely used in fields as diverse as physics and economics. This volume contains 27 papers written by world-renowned probability theorists. Their subjects vary widely and they present new results and ideas in the fields where stochastic analysis plays an important role. Also included are several expository articles by well-known experts surveying recent developments. Not only mathematicians but also physicists, biologists, economists and researchers in other fields who are interested in the effectiveness of stochastic theory will find valuable suggestions for their research. In addition, students who are beginning their study and research in stochastic analysis and related fields will find instructive and useful guidance here. This volume is dedicated to Professor Ito on the occasion of his eightieth birthday as a token of deep appreciation for his great achievements and contributions. An introduction to and commentary on the scientific works of Professor Ito are also included
Poisson point processes and their application to Markov processes by Kiyosi Itō( Book )

10 editions published between 2015 and 2016 in English and German and held by 15 WorldCat member libraries worldwide

An extension problem (often called a boundary problem) of Markov processes has been studied, particularly in the case of one-dimensional diffusion processes, by W. Feller, K. Itô, and H. P. McKean, among others. In this book, Itô discussed a case of a general Markov process with state space S and a specified point a ? S called a boundary. The problem is to obtain all possible recurrent extensions of a given minimal process (i.e., the process on S \ {a} which is absorbed on reaching the boundary a). The study in this lecture is restricted to a simpler case of the boundary a being a discontinuous entrance point, leaving a more general case of a continuous entrance point to future works. He established a one-to-one correspondence between a recurrent extension and a pair of a positive measure k(db) on S \ {a} (called the jumping-in measure and a non-negative number m< (called the stagnancy rate). The necessary and sufficient conditions for a pair k, m was obtained so that the correspondence is precisely described. For this, Itô used, as a fundamental tool, the notion of Poisson point processes formed of all excursions of the process on S \ {a}. This theory of Itô's of Poisson point processes of excursions is indeed a breakthrough. It has been expanded and applied to more general extension problems by many succeeding researchers. Thus we may say that this lecture note by Itô is really a memorial work in the extension problems of Markov processes. Especially in Chapter 1 of this note, a general theory of Poisson point processes is given that reminds us of Itô's beautiful and impressive lectures in his day
 
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Introduction to probability theory
Alternative Names
Itô, K.

Itō, K. 1915-

Itō, K. 1915-2008

Itō, K. (Kiyoshi), 1915-

Ito, K. (Kiyosi), 1915-

Itô, K., (Kiyosi) 1915-2008

Itō, Kiesi

Ito, Kiesi 1915-

Itō, Kiesi 1915-2008

Itô, Kiosi 1915-2008

Itō, Kiyoshi

Ito, Kiyoshi 1915-

Itō, Kiyoshi 1915-2008

Itō Kiyoshi japanischer Mathematiker

Itō, Kiyosi

Itô, Kiyosi 1915-

Itō, Kiyosi 1915-2008

Itō, Kyosi 1915-

Kijoši Itó

Kiyoshi Itō Japanese mathematician

Kiyoshi Itō Japans wiskundige (1915-2008)

Kiyoshi Itō japansk matematiker

Kiyoshi Itō matematico giapponese

Kiyoshi Itō matemático japonés

Kiyoshi Itō mathématicien japonais

Kiyosi Itô.

Ито, К 1915-2008

Ито, Киёси

Кійосі Іто

קיושי איטו מתמטיקאי יפני

كيوشي إيتو رياضياتي ياباني

کیوشی ایتو ریاضی‌دان ژاپنی

이토 기요시

イトウ, キヨシ

イトウ, キヨシ 1915-2008

伊藤 清 1915-2008

伊藤清 1915-2008

Languages
Covers
Introduction to probability theoryProbability theory and mathematical statistics : proceedings of the fourth USSR-Japan symposium, held at Tbilisi, USSR, August 23-29, 1982Stochastic processes and their applications : proceedings of the international conference held in Nagoya, July 2-6, 1985Foundations of stochastic differential equations in infinite dimensional spacesMarkov processes from K. Itô's perspectiveKiyosi Itô : selected papersEssentials of stochastic processesStochastic processes : lectures given at Aarhus University