Henry McKean explained

Henry McKean
Birth Place:	Wenham, Massachusetts
Alma Mater:	Princeton University
Thesis Title:	Sample Functions of Stable Processes
Thesis Url:	https://www.jstor.org/stable/1969814
Thesis Year:	1955
Doctoral Advisor:	William Feller
Doctoral Students:	Michael Arbib Luigi Chierchia Adrian Constantin Donald A. Dawson Harry Dym Richard S. Ellis Daniel Stroock Eugene Trubowitz Pierre van Moerbeke Victor Moll
Known For:	McKean–Vlasov processes
Prizes:	Leroy P. Steele Prize (2007)

Henry P. McKean, Jr.^[1] (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.^[2]

McKean died on April 20, 2024.^[3]

Works

Elementary solutions for certain parabolic partial differential equations. McKean, H. P.. Trans. Amer. Math. Soc.. 82. 2. 1956. 519–548. 10.1090/S0002-9947-1956-0087012-3. 0087012. free.
Blumenthal. R. M.. Robert McCallum Blumenthal. Getoor. R. K.. Ronald Getoor. McKean Jr.. H. P.. Markov processes with identical hitting distributions. Bull. Amer. Math. Soc.. 68. 4. 1962. 372–374. 0002-9904. 10.1090/S0002-9904-1962-10813-1. free.
Weighted trigonometrical approximation on
R¹

with application to the germ field of a stationary Gaussian process. Levinson, N.. Norman Levinson. McKean, H. P.. Bull. Amer. Math. Soc.. 70. 1964. 128–129. 10.1090/S0002-9904-1964-11049-1. free.
McKean. H. P.. Singer. I. M.. Isadore Singer. Curvature and the eigenvalues of the Laplacian. J. Differential Geom.. 1. 1–2. 1967. 43–69. 0273-0979. 10.4310/jdg/1214427880 . free.
A simple model of the derivation of fluid mechanics from the Boltzmann equation. McKean, H. P.. Bull. Amer. Math. Soc.. 75. 1969. 1–10. 0235792. 10.1090/S0002-9904-1969-12128-2. free.
Hill's surfaces and their theta functions. McKean, H. P.. Trubowitz, E.. Bull. Amer. Math. Soc.. 84. 6. 1978. 1042–1085. 10.1090/S0002-9904-1978-14542-X. free.
McKean. H. P.. Moll. V.. Victor Hugo Moll. A threshold for a caricature of the nerve equation. Bull. Amer. Math. Soc.. 12. 2. 1985. 255–260. 0273-0979. 10.1090/S0273-0979-1985-15367-4. free.

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.^[4]
with Harry Dym: Gaussian processes, function theory and the inverse spectral problem, Academic Press 1976^[5]
with Victor Moll: Elliptic Curves. Cambridge 1997.
Probability: The Classical Limit Theorems, Cambridge University Press, 2014

Web site: Profile at NYU . 2012-03-13 . https://web.archive.org/web/20131225212856/http://silverdialogues.fas.nyu.edu/page/Henry_P_McKean . 2013-12-25 . dead .
https://www.ams.org/profession/fellows-list List of Fellows of the American Mathematical Society
Web site: News | NYU Courant. cims.nyu.edu.
Review of Fourier Series and Integrals by H. Dym and H. P. McKean. Zalcman, Lawrence. Lawrence Zalcman. Bull. Amer. Math. Soc.. 79. 1973. 641–645. 10.1090/S0002-9904-1973-13246-X. free.
Review of Gaussian processes, function theory, and the inverse spectral problem by H. Dym and H. P. McKean. Sarason, Donald. Donald Sarason. Bull. Amer. Math. Soc.. 84. 1978. 260–262. 10.1090/S0002-9904-1978-14467-X. free.