Selected Papers

[1] On Stochastic Processes (Infinitely divisible laws of probability).- [2] Differential Equations Determining a Markoff Process.- [3] On the Ergodicity of a Certain Stationary Process.- [4] A Kinematic Theory of Turbulence.- [5] On the Normal Stationary Process with no Hysteresis.- [7] Stochastic Integral.- [9] On a Stochastic Integral Equation.- [10] Stochastic Differential Equations in a Differentiable Manifold.- [11] Brownian Motions in a Lie Group.- [12] On Stochastic Differential Equations.- [13] On a Formula Concerning Stochastic Differentials.- [14] Multiple Wiener Integral.- [15] Stochastic Differential Equations in a Differentiable Manifold.- [16] Stationary Random Distributions.- [17] Complex Multiple Wiener Integral.- [18] Isotropic Random Current.- [19] Spectral Type of the Shift Transformation of Differential Processes with Stationary Increments.- [20] Potentials and the Random Walk.- [21] Wiener Integral and Feynman Integral.- [22] Construction of Diffusions.- [23] The Brownian Motion and Tensor Fields on Riemannian Manifold.- [24] Brownian Motions on a Half Line.- [25] The Expected Number of Zeros of Continuous Stationary Gaussian Processes.- [26] On Stationary Solutions of a Stochastic Differential Equation.- [27] Transformation of Markov Processes by Multiplicative Functionals.- [28] The Canonical Modification of Stochastic Processes.- [29] On the Convergence of Sums of Independent Banach Space Valued Random Variables.- [30] Generalized Uniform Complex Measures in the Hilbertian Metric Space with their Application to the Feynman Integral.- [31] On the Oscillation Functions of Gaussian Processes.- [32] Canonical Measurable Random Functions.- [33] The Topological Support of a Gauss Measure on Hilbert Space.- [34] Poisson Point Processes Attached to Markov Processes.- [37] Stochastic Differentials.- [38] Stochastic Parallel Displacement.- [40] Extension of Stochastic Integrals.- [44] Infinite Dimensional Ornstein-Uhlenbeck Processes.- [45]

Kiyosi Itô was born on September 1915, in Kuwana, Japan. After his undergraduate and doctoral studies at Tokyo University, he was associate professor at Nagoya University before joining the faculty of Kyoto University in 1952. He has remained there ever since and is now Professor Emeritus, but has also spent several years at each of Stanford, Aarhus and Cornell Universities and the University of Minnesota. Itô's fundamental contributions to probability theory, especially the creation of stochastic differential and integral calculus and of excursion theory, form a cornerstone of this field. They have led to a profound understanding of the infinitesimal development of Markovian sample paths, and also of applied problems and phenomena associated with the planning, control and optimization of engineering and other random systems.