Itô's Stochastic Calculus and Probability Theory

Professor Kiyosi Ito is well known as the creator of the modern theory of shastic analysis. Although Ito first proposed his theory, now known as Ito's shastic analysis or Ito's shastic calculus, about fifty years ago, its value in both pure and applied mathematics is becoming greater and greater. For almost all modern theories at the forefront of probability and related fields, Ito's analysis is indispensable as an essential instrument, and it will remain so in the future. For example, a ba...