Henry McKean

Henry P. McKean, Jr. (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.

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, aged 93.

Works Selected articles

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