伊藤清
維基百科，自由的百科全書
| 日語寫法 | |
|---|---|
| 日語原文 | 伊藤清 |
| 假名 | いとう きよし |
| 羅馬字 | Itō Kiyoshi |
伊藤清（1915年9月7日－2008年11月10日），日本數學家，日本學士院院士，生於日本三重縣北勢町。西方文獻中他的姓氏常寫為Itô。
伊藤清研究隨機過程，他在1944年和1946年的兩份著作立下隨機積分和隨機微分方程的理論基礎，所以他被視為隨機分析的創立者。他的理論被應用於很多不同領域，包括自然科學和經濟學，例如金融數學中期權定價用的布萊克-斯科爾斯模型。諾貝爾經濟學獎獲獎者邁倫·斯科爾斯遇到伊藤時，一溜煙地向他握手，稱讚他的理論。從這個插曲可以明白伊藤的成就不僅對數學，對社會科學也帶來很大影響。
他在東京帝國大學開始學習數學，被機率論的微積分吸引。他感興趣於安德雷·柯爾莫哥洛夫和保羅·萊維的工作，和後來杜布的正規化概念。
1940年他發表了《論緊群上的機率分佈》(On the probability distribution on a compact group) 。在這門學科的發展中這是重要著作。
1945年他獲得博士學位。1945年後他感興趣於隨機過程，特別是布朗運動。
1952年他在京都大學任教授，講解他的機率論。之後有訪問普林斯頓、孟買、奧胡斯大學和康奈爾大學，直到1979年退休。
伊藤清的工作獲得許多肯定，他的獲獎包括1987年的沃爾夫獎和1998年的京都基礎科學賞。2006年他獲授予第一個高斯獎。
他把數學和美麗的形式連繫起來。在一文中引用莫扎特的音樂和科隆大教堂，他說這些都啟發他創造他的公式：「比如莫扎特的音樂連那些不懂樂理的人也被深刻感染；科隆大教堂使不懂基督教的遊客也為之驚歎。但是，數學構造之美，對表達邏輯法則的數值公式不明白的話，卻不能欣賞到。」
伊藤引理是他以邏輯法則創造的精華。
因他而名還有伊藤過程（又稱廣義維納過程）、伊藤公式和伊藤微積分。
Kiyoshi Ito, 93, Mathematician Who Described Random Motion, Dies
Kiyoshi Ito, a mathematician whose innovative models of random motion are used today in fields as diverse as finance and biology, died Nov. 17 at a hospital in Kyoto, Japan. He was 93.
His death was confirmed by his daughter, Junko Ito.
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.”
Starting in the 1950s, Mr. Ito spent lengthy stints outside Japan at the Institute for Advanced Study in Princeton, N.J., Aarhus University in Denmark, Cornell and Stanford. Each of his three daughters was born in a different country — one in Japan, one in Denmark and one in the United States.
Japan is often said to have an inward-looking culture, Mr. Stroock noted. “But this was a man who was the opposite of insular,” said Mr. Stroock, who occasionally collaborated with Mr. Ito.
Kiyoshi Ito was born Sept. 7, 1915, in a farm town west of Nagoya, Japan. An excellent student, he was accepted to Japan’s elite Tokyo University. After graduating, he spent the war years mainly as a statistician in a government office, worked briefly as an assistant professor at Nagoya University and returned to Tokyo University for his doctorate in 1945.
Mr. Ito learned four foreign languages, Chinese, German, French and English. Yet he mastered them as written languages instead of conversationally. He liked to joke about how his spoken English was impenetrable to many Americans, notably on a car trip to Texas with his youngest daughter, Junko, who ended up doing all the talking with Texans.
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.
Mr. Ito is survived by his three daughters, Keiko Kojima of Otsu, Japan; Kazuko Sorensen of London; and Junko of Santa Cruz, Calif. His wife of 61 years, Shizue, died in 2000.
Mr. Stroock of M.I.T. said Mr. Ito had an intense curiosity, whether focused on math theory or world affairs or shoeing horses. When Mr. Stroock taught at the University of Colorado in the 1970s, he recalled, Mr. Ito stayed with him while they worked on a writing project together. One day, Mr. Stroock told Mr. Ito that he could not work on their book because his horses were being shod that day.
Mr. Ito eagerly trailed along. “He drove the farrier crazy because every time the guy did anything, Ito asked a question,” Mr. Stroock said.
Louise Story contributed reporting.
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