

Kiyosi Ito, who lay foundations for stochastic analysis, passed away on November 10, 2008
created 14
Nov
2008
Kiyosi Ito, 93, passed away on November 10, 2008. Ito was best known for the "Ito formula", which is the foundation of stochastic calculus. His work had a profound impact on theoretical research in probability theory and applications, especially financial engineering. For more information, see the following article by J J O'Connor and E F Robertson: http://wwwhistory.mcs.standrews.ac.uk/Biographies/Ito.html
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