- Source: Henry McKean
Henry P. McKean, Jr. (1930 in Wenham, Massachusetts – April 20, 2024) was an American mathematician at the Courant Institute in New York University. He worked in various areas of analysis. He obtained his PhD in 1955 from Princeton University under William Feller.
He was elected to the National Academy of Sciences in 1980. In 2007 he was awarded the Leroy P. Steele Prize for his life's work. In 1978 he was an invited speaker at the International Congress of Mathematicians in Helsinki (Algebraic curves of infinite genus arising in the theory of nonlinear waves). In 2012 he became a fellow of the American Mathematical Society.
His doctoral students include Michael Arbib, Luigi Chierchia, Donald A. Dawson, Harry Dym, Daniel Stroock, Eugene Trubowitz, Victor Moll and Pierre van Moerbeke and Uri Keich.
McKean died on April 20, 2024.
Works
= Selected articles
=McKean, H. P. (1956). "Elementary solutions for certain parabolic partial differential equations". Trans. Amer. Math. Soc. 82 (2): 519–548. doi:10.1090/S0002-9947-1956-0087012-3. MR 0087012.
Blumenthal, R. M.; Getoor, R. K.; McKean Jr., H. P. (1962). "Markov processes with identical hitting distributions". Bull. Amer. Math. Soc. 68 (4): 372–374. doi:10.1090/S0002-9904-1962-10813-1. ISSN 0002-9904.
Levinson, N.; McKean, H. P. (1964). "Weighted trigonometrical approximation on
R
1
{\displaystyle R^{1}}
with application to the germ field of a stationary Gaussian process". Bull. Amer. Math. Soc. 70: 128–129. doi:10.1090/S0002-9904-1964-11049-1.
McKean, H. P.; Singer, I. M. (1967). "Curvature and the eigenvalues of the Laplacian". J. Differential Geom. 1 (1–2): 43–69. doi:10.4310/jdg/1214427880. ISSN 0273-0979.
McKean, H. P. (1969). "A simple model of the derivation of fluid mechanics from the Boltzmann equation". Bull. Amer. Math. Soc. 75: 1–10. doi:10.1090/S0002-9904-1969-12128-2. MR 0235792.
McKean, H. P.; Trubowitz, E. (1978). "Hill's surfaces and their theta functions". Bull. Amer. Math. Soc. 84 (6): 1042–1085. doi:10.1090/S0002-9904-1978-14542-X.
McKean, H. P.; Moll, V. (1985). "A threshold for a caricature of the nerve equation". Bull. Amer. Math. Soc. 12 (2): 255–260. doi:10.1090/S0273-0979-1985-15367-4. ISSN 0273-0979.
= Books
=with Kiyosi Itô: Diffusion processes and their sample paths. Springer 1965.
Stochastic Integrals. New York 1969.
with Harry Dym: Fourier series and integrals. New York 1972.
with Harry Dym: Gaussian processes, function theory and the inverse spectral problem, Academic Press 1976
with Victor Moll: Elliptic Curves. Cambridge 1997.
Probability: The Classical Limit Theorems, Cambridge University Press, 2014
See also
McKean's theorem
McKean–Vlasov process
References
External links
Henry McKean at the Mathematics Genealogy Project
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