The 1998 Kyoto Prize Workshops

From Stochastic Analysis to Mathematical Finance-Development of 20th Century Probability Theory

Kiyosi Itô

/  Mathematician

Basic Sciences

Mathematical Sciences(including Pure Mathematics)

1998

11 /12 Thu

13:10 - 17:20

Place: Kyoto International Conference Center

Address:Takaragaike, Sakyo-ku, Kyoto 606-0001 Japan

Finished

Program

13:10
Opening
Greetings Toyomi Inamori
Managing Director, the Inamori Foundation
Greetings Tadao Oda
Chairman, the Kyoto Prize Screening Committee in Basis Sciences;
Professor, Graduate School of Science, Tohoku University
13:20
Introduction of Laureate Makiko Nishio
Professor, Faculty of Engineering, Osaka Electro-Communication University
13:40
Lecture Nobuyuki Ikeda
Professor, Faculty of Science and Engineering, Ritsumeikan University
“Kiyosi Itô and Beginning of Stochastic Analysis”
14:30
Lecture Kazuhiko Aomoto
Member, the Kyoto Prize Committee in Basis Sciences;
Professor, Graduate School of Mathematics, Nagoya University
“Gaussian Integrals and Special Functions”
15:10
15:30
Lecture Shigeo Kusuoka
Professor, Graduate School of Mathematical Science, the University of Tokyo
“Stochastic Analysis and Mathematical Finance”
16:10
Lecture Shinzo Watanabe
Professor, Graduate School of Science, the Kyoto University
“The Itô Calculus and the Malliavin Calculus”
16:50
Discussion
17:20
Closing

Laureates

Kiyosi Itô

Mathematician

Dr. Itô made great contributions to the advancement not only of mathematical sciences, but also of physics, engineering, biology and economics, through his research in stochastic analysis, especially his invention of stochastic differential equations, which enable us to describe random motions and random phenomena in nature and society.

Details

Related information

date
Thursday, November 12, 1998
place
Kyoto International Conference Center
Coordinator and Moderator
Yoichiro Takahashi, Member, the Kyoto Prize Screening Committee in Basis Sciences; Professor, Research Institute for Mathematical Sciences; Kyoto University