Itô's Stochastic Calculus and Probability Theory

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Itô's Stochastic Calculus and Probability Theory

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Professor Kiyosi Ito is well known as the creator of the modern theory of stochastic analysis. Although Ito first proposed his theory, now known as Ito's stochastic analysis or Ito's stochastic calculus, about fifty years ago, its value in both pure and applied mathematics is becoming greater and greater.