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.

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