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Henry McKean

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Alma mater
  
Princeton University

Doctoral advisor
  
William Feller

Name
  
Henry McKean

Henry McKean wwwmathutahedufirasImagesmckeanjpg
Thesis
  
Sample Functions of Stable Processes (1955)

Known for
  
McKean–Vlasov processes

Notable awards
  
Leroy P. Steele Prize (2007)

Education
  
Princeton University (1955)

Awards
  
Guggenheim Fellowship for Natural Sciences, US & Canada

Doctoral students
  
Terry Lyons, Michael A. Arbib, Harry Dym, Daniel W. Stroock, Eugene Trubowitz, Pierre van Moerbeke

Books
  
Diffusion Processes and Their, Stochastic Integrals, Elliptic curves, Gaussian Processes - Function, Probability: The Classical

Henry P. McKean, Jr. (born 1930, Wenham, Massachusetts) is an American mathematician at New York University. He works in various areas of analysis. He obtained his PhD in 1955 from Princeton University.

He was elected to the National Academy of Sciences in 1980. In 2007 he received the Leroy P. Steele Prize for his life's work. In 1978 he was an invited speaker at the International Mathematical Congress 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 Terry Lyons, Michael Arbib, Harry Dym, Daniel Stroock, Eugene Trubowitz, Pierre van Moerbeke, and Victor Moll.

Works

  • with Kiyoshi Ito: 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.
  • References

    Henry McKean Wikipedia