Henry McKean

{{Infobox scientist

| name = Henry McKean

| birth_date = {{birth date|1930|12|10}}{{cite journal|title=A Tribute to Henry P. McKean Jr.|journal=Notices of the American Mathematical Society|date=March 2025|volume=72|issue=3|pages=275–283|url=https://www.ams.org/journals/notices/202503/rnoti-p275.pdf|doi=10.1090/noti3135|doi-access=free}}

| birth_place = Wenham, Massachusetts, U.S.

| death_date = {{death date and age|2024|4|20|1930|12|10}}

| death_place =

| 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.{{Cite web |url=http://silverdialogues.fas.nyu.edu/page/Henry_P_McKean |title=Profile at NYU |access-date=2012-03-13 |archive-url=https://web.archive.org/web/20131225212856/http://silverdialogues.fas.nyu.edu/page/Henry_P_McKean |archive-date=2013-12-25 |url-status=dead }} (December 10, 1930 – 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.

McKean 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.[https://www.ams.org/profession/fellows-list List of Fellows of the American Mathematical Society], retrieved 2013-02-04.

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, at the age of 93.{{Cite web|url=https://cims.nyu.edu/dynamic/news/1460/|title=News | NYU Courant|website=cims.nyu.edu}}

Works

=Selected articles=

{{cite journal|title=Elementary solutions for certain parabolic partial differential equations|author=McKean, H. P.|journal=Trans. Amer. Math. Soc.|volume=82|issue=2|year=1956|pages=519–548|doi=10.1090/S0002-9947-1956-0087012-3|mr=0087012|doi-access=free}}
{{cite journal|last1=Blumenthal|first1=R. M.|authorlink=Robert McCallum Blumenthal|last2=Getoor|first2=R. K.|authorlink2=Ronald Getoor|last3=McKean Jr.|first3=H. P.|title=Markov processes with identical hitting distributions|journal=Bull. Amer. Math. Soc.|volume=68|issue=4|year=1962|pages=372–374|issn=0002-9904|doi=10.1090/S0002-9904-1962-10813-1|doi-access=free}}
{{cite journal|title=Weighted trigonometrical approximation on $R^1$ with application to the germ field of a stationary Gaussian process|author=Levinson, N.|authorlink=Norman Levinson|author2=McKean, H. P.|journal=Bull. Amer. Math. Soc.|volume=70|year=1964|pages=128–129|doi=10.1090/S0002-9904-1964-11049-1|doi-access=free}}
{{cite journal|last1=McKean|first1=H. P.|last2=Singer|first2=I. M.|authorlink2=Isadore Singer|title=Curvature and the eigenvalues of the Laplacian|journal=J. Differential Geom.|volume=1|issue=1–2|year=1967|pages=43–69|issn=0273-0979|doi=10.4310/jdg/1214427880 |doi-access=free}}
{{cite journal|title=A simple model of the derivation of fluid mechanics from the Boltzmann equation|author=McKean, H. P.|journal=Bull. Amer. Math. Soc.|volume=75|year=1969|pages=1–10|mr=0235792|doi=10.1090/S0002-9904-1969-12128-2|doi-access=free}}
{{cite journal|title=Hill's surfaces and their theta functions|author=McKean, H. P.|author2=Trubowitz, E.|journal=Bull. Amer. Math. Soc.|volume=84|issue=6|year=1978|pages=1042–1085|doi=10.1090/S0002-9904-1978-14542-X|doi-access=free}}
{{cite journal|last1=McKean|first1=H. P.|last2=Moll|first2=V.|author-link2=Victor Hugo Moll|title=A threshold for a caricature of the nerve equation|journal=Bull. Amer. Math. Soc.|volume=12|issue=2|year=1985|pages=255–260|issn=0273-0979|doi=10.1090/S0273-0979-1985-15367-4|doi-access=free}}

=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.{{cite journal|title=Review of Fourier Series and Integrals by H. Dym and H. P. McKean|author=Zalcman, Lawrence|authorlink=Lawrence Zalcman|journal=Bull. Amer. Math. Soc.|volume=79|year=1973|pages=641–645|doi=10.1090/S0002-9904-1973-13246-X|doi-access=free}}
with Harry Dym: Gaussian processes, function theory and the inverse spectral problem, Academic Press 1976{{cite journal|title=Review of Gaussian processes, function theory, and the inverse spectral problem by H. Dym and H. P. McKean|author=Sarason, Donald|authorlink=Donald Sarason|journal=Bull. Amer. Math. Soc.|volume=84|year=1978|pages=260–262|doi=10.1090/S0002-9904-1978-14467-X|doi-access=free}}
with Victor Moll: Elliptic Curves. Cambridge 1997.
Probability: The Classical Limit Theorems, Cambridge University Press, 2014