Henry McKean
Henry McKean | |
|---|---|
| Alma mater | Princeton University |
| Known for | McKean–Vlasov processes |
| Awards | Leroy P. Steele Prize (2007) |
| Scientific career | |
| Thesis | Sample Functions of Stable Processes (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 |
Henry P. McKean, Jr.[1] (born 1930 in Wenham, Massachusetts) is an American mathematician at the Courant Institute in 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 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.[2]
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.
Works[edit]
Selected articles[edit]
- 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.; Singer, I. M. (1967). "Curvature and the eigenvalues of the Laplacian". J. Differential Geom. 1 (1–2): 43–69. doi:10.4310/jdg/1214427880. ISSN 0273-0979.
- 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.
Books[edit]
- 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.[3]
- with Harry Dym: Gaussian processes, function theory and the inverse spectral problem, Academic Press 1976[4]
- with Victor Moll: Elliptic Curves. Cambridge 1997.
- Probability: The Classical Limit Theorems, Cambridge University Press, 2014
See also[edit]
References[edit]
- ^ "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.
External links[edit]
| International | |
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| National | |
| Academics | |
| Other | |
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- Princeton University alumni
- Courant Institute of Mathematical Sciences faculty
- Members of the United States National Academy of Sciences
- Fellows of the American Mathematical Society
- 20th-century American mathematicians
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- Probability theorists
- 1930 births
- Living people
- American mathematician stubs