|Alma mater||Princeton University|
|Known for||McKean–Vlasov processes|
|Awards||Leroy P. Steele Prize (2007)|
|Thesis||Sample Functions of Stable Processes (1955)|
|Doctoral advisor||William Feller|
|Doctoral students||Michael Arbib|
Richard S. Ellis
Pierre van Moerbeke
Henry P. McKean, Jr. (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.
- McKean, H. P. (1956). "Elementary solutions for certain parabolic partial differential equations". Trans. Amer. Math. Soc. 82 (2): 519–548. doi:10.1090/S0002-9947-1956-0087012-3. MR 0087012.
- Blumenthal, R. M.; Getoor, R. K.; McKean Jr., H. P. (1962). "Markov processes with identical hitting distributions". Bull. Amer. Math. Soc. 68 (4): 372–374. doi:10.1090/S0002-9904-1962-10813-1. ISSN 0002-9904.
- Levinson, N.; McKean, H. P. (1964). "Weighted trigonometrical approximation on with application to the germ field of a stationary Gaussian process". Bull. Amer. Math. Soc. 70: 128–129. doi:10.1090/S0002-9904-1964-11049-1.
- McKean, H. P. (1969). "A simple model of the derivation of fluid mechanics from the Boltzmann equation". Bull. Amer. Math. Soc. 75: 1–10. doi:10.1090/S0002-9904-1969-12128-2. MR 0235792.
- McKean, H. P.; Trubowitz, E. (1978). "Hill's surfaces and their theta functions". Bull. Amer. Math. Soc. 84 (6): 1042–1085. doi:10.1090/S0002-9904-1978-14542-X.
- McKean, H. P.; Moll, V. (1985). "A threshold for a caricature of the nerve equation". Bull. Amer. Math. Soc. 12 (2): 255–260. doi:10.1090/S0273-0979-1985-15367-4. ISSN 0273-0979.
- 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
- "Profile at NYU". Archived from the original on 2013-12-25. Retrieved 2012-03-13.
- List of Fellows of the American Mathematical Society, retrieved 2013-02-04.
- Zalcman, Lawrence (1973). "Review of Fourier Series and Integrals by H. Dym and H. P. McKean". Bull. Amer. Math. Soc. 79: 641–645. doi:10.1090/S0002-9904-1973-13246-X.
- Sarason, Donald (1978). "Review of Gaussian processes, function theory, and the inverse spectral problem by H. Dym and H. P. McKean". Bull. Amer. Math. Soc. 84: 260–262. doi:10.1090/S0002-9904-1978-14467-X.
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