Bøger af Kiyosi Ito

, "Uber die analytische Methoden in der Wahrscheinlichkeitsrechnung," Math Ann. , "Zur Theorie der stochastischen Prozesse," Math Ann. , "Stochastic processes depending on a continuous parameter, " TAMS 42 (1937)) still appeared impregnable to all but the most erudite.

An extension problem (often called a boundary problem) of Markov processes has been studied, particularly in the case of one-dimensional diffusion processes, by W. For this, Ito used, as a fundamental tool, the notion of Poisson point processes formed of all excursions of the process on S \ {a}.

Since its first publication in 1965 in the series Grundlehren der mathematischen Wissenschaften this book has had a profound and enduring influence on research into the stochastic processes associated with diffusion phenomena.