Henry McKean

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Henry McKean
Alma materPrinceton University
Known forMcKean–Vlasov processes
AwardsLeroy P. Steele Prize (2007)
Scientific career
ThesisSample Functions of Stable Processes (1955)
Doctoral advisorWilliam Feller
Doctoral studentsMichael Arbib
Harry Dym
Daniel Stroock
Eugene Trubowitz
Pierre van Moerbeke

Henry P. McKean, Jr.[1] (born 1930 in 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 under William Feller.

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.[2]

His doctoral students include Michael Arbib, Harry Dym, Daniel Stroock, Eugene Trubowitz, Pierre van Moerbeke, and Victor Moll.


  • 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


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