Abstract
This note discusses two topics; one is the notion of the multiple Wiener integral and the other is the Lévy-Itô decomposition of a Lévy process.
Both have been taken up by Professor K. Itô showing the significance in stochastic analysis. The extensive development of the stochastic analysis at present largely depends on these discoveries by him.
It seems to be a good time to remind his profound ideas and to discuss some of future directions in probability theory.
Information
Published: 1 January 2004
First available in Project Euclid: 3 January 2019
zbMATH: 1059.60079
MathSciNet: MR2083706
Digital Object Identifier: 10.2969/aspm/04110111
Subjects:
Primary:
60H40
Rights: Copyright © 2004 Mathematical Society of Japan
