kiyosi ito

Poisson Point Processes and Their Application to Markov Processes

An extension problem (often called a boundary problem) of Markov processes has been studied, part...

Diffusion Processes and their Sample Paths

Since its first publication in 1965 in the series Grundlehren der mathematischen Wissenschaften t...

Stochastic Processes

This accessible introduction to the theory of stochastic processes emphasizes Levy processes and ...

Stochastic Processes and Their Applications

Stochastic Processes

The volume Stochastic Processes by K. Itö was published as No. 16 of Lecture Notes Series from Ma...

Diffusion Processes and their Sample Paths

Since its first publication in 1965 in the series Grundlehren der mathematischen Wissenschafte...

Poisson Point Processes and Their Application to Markov Processes

An extension problem (often called a boundary problem) of Markov processes has been studied, part...

Stochastic Processes

The volume Stochastic Processes by K. Itö was published as No. 16 of Lecture Notes Series from Ma...

Selected Papers

The central and distinguishing feature shared by all the contributions made by K. Ito is the extr...

Collected Papers

Kosaku Yosida, born on February 7, 1909, was brought up in Tokyo. Having majored in Mathematics a...

Stochastic Processes and Their Applications

Asymptotic behaviour of stochastic flows of diffeomorphisms.- Stochastic ensembles and hierarchie...