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**Selected papers. Ed. by Daniel W. Stroock and S. R. S. Varadhan.**
*(English)*
Zbl 0621.01019

New York etc.: Springer-Verlag. XXI, 647 p. DM 128.00 (1987).

The book under review includes thirty-seven papers published from 1942 to 1984 by professor Kiyosi Itô, a famous specialist on stochastic differential equations and theory of stochastic processes. Professor Itô was educated in the Department of Mathematics at the Tokyo University during the late 1930’s when probability theory had only recently entered the age of continuous-time stochastic processes. At that time, when probability theory was not popular in Japan, it was a difficult task for the student Itô to be the first to essentially lean the subject and then explain it to everyone around him. In this connection the editors write in their introduction that professor Itô ”was equal to this task, and more, is amply demonstrated by the papers contained in this volume.” They also give a short account of the main results by professor Itô and illustrate the intellectual setting in which he was working.

This volume contains the most interesting and important papers of professor Itô which play a fundamental role in the investigation of stochastic differential equations, theory of stochastic processes and other important problems of probability theory.

This volume contains the most interesting and important papers of professor Itô which play a fundamental role in the investigation of stochastic differential equations, theory of stochastic processes and other important problems of probability theory.

Reviewer: V.Samoylenko