Kiyosi Itô

Kiyosi Itô (7 September 1915 to 10 November 2008) was a Japanese mathematician who made fundamental contributions to probability theory, in particular the theory of stochastic processes. He invented the concept of the stochastic integral and of the stochastic differential equation and is known as the founder of Itô calculus. He also pioneered the connections between stochastic calculus and differential geometry, known as stochastic differential geometry. He was invited to the International Congress of Mathematicians in Stockholm in 1962, and his results were so useful to financial mathematics that he was sometimes called the most famous Japanese in Wall Street. He was a member of the faculty at the University of Kyoto for most of his career and eventually became the director of its Research Institute for Mathematical Sciences.