The Passing of Kyosito Ito - Farewell to a Modest Brilliant Mathematician

Does anyone remember our Mystery Mathematician from Feb 2008? None other than one of the greatest mathematicians of our era - Kyosito Ito.

Excerpts from a recent NYT article:

Kiyoshi Ito, a mathematician whose innovative models of random motion are used today in fields as diverse as finance and biology, died Nov. 10 at a hospital in Kyoto, Japan. He was 93.

Mr. Ito is known for his contributions to probability theory, the study of randomness. His work, starting in the 1940s, built on the earlier breakthroughs of Albert Einstein and Norbert Wiener. Mr. Ito’s mathematical framework for describing the evolution of random phenomena came to be known as the Ito Calculus.

“People all over realized that what Ito had done explained things that were unexplainable before,” said Daniel Stroock, a professor of mathematics at the Massachusetts Institute of Technology.

Mr. Ito’s research was theoretical, but his models served as a tool kit for others, notably in finance. Robert C. Merton, a winner of the Nobel in economic science, said he found Mr. Ito’s model “a very useful tool” in his research on the evolution of stock prices in a portfolio and, later, in helping develop a theory for pricing stock options that is used on Wall Street today. Mr. Ito, he said, was “a very eminent mathematician.”

Mr. Ito collected many professional honors and awards over the years. He was a foreign member of the national academies of science in the United States and France. He was awarded the Kyoto Prize, the Wolf Foundation Prize of Israel and the Carl Friedrich Gauss Prize of Germany.

To demonstrate Professor Ito's humility, here are his own words from the article posted in MathNotations back in February of this year:

"When I first set forth stochastic differential equations, however, my paper did not attract attention. It was over ten years after my paper that other mathematicians began reading my "musical scores" and playing my "music" with their "instruments."

Farewell, Dr. Ito. You have enriched our lives and those of future generations...

Dedicated to the Angels among us...

Update: My daughter is making a miraculous recovery and should be home soon. Your thoughts and prayers brought us all through this. Thank you...


This post is dedicated to the extraordinary health care professionals at Hackensack University Medical Center (Children's Wing) who have and are continuing to help our daughter recover from critical illness. The doctors, nurses, respiratory therapists and social workers in the Pediatric Intensive Care Unit have been remarkable. Their sensitivity and understanding of our daughter's needs (as well as her family's) have been limitless.

In particular, my wife and I would like to personally thank Mike H whose optimism and uncanny ability to make our daughter smile (her parents too!) place us forever in his debt. Mike's wisdom, humility, and selflessness are qualities that make him truly unique among a unique group of dedicated caring professionals.