McKean, Henry P. (Henry Pratt) 1930
Overview
Works:  49 works in 241 publications in 5 languages and 4,508 library holdings 

Genres:  Conference papers and proceedings Academic theses History 
Roles:  Author, Editor, Honoree, Contributor, Dedicatee 
Classifications:  QA273, 515.2433 
Publication Timeline
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Most widely held works about
Henry P McKean
 Henry P. McKean Jr. selecta by Henry P McKean( Book )
 Mckean, Henry P. : mathematics( )
 Henry Pratt McKean by Zeta Psi Fraternity( )
Most widely held works by
Henry P McKean
Diffusion processes and their sample paths by
Kiyosi Itō(
Book
)
58 editions published between 1964 and 2010 in 3 languages and held by 859 WorldCat member libraries worldwide
U4 = Reihentext + Werbetext für dieses Buch Werbetext: Since its first publication in 1965 in the series Grundlehren der mathematischen Wissenschaften this book has had a profound and enduring influence on research into the stochastic processes associated with diffusion phenomena. Generations of mathematicians have appreciated the clarity of the descriptions given of one or more dimensional diffusion processes and the mathematical insight provided into Brownian motion. Now, with its republication in the Classics in Mathematics it is hoped that a new generation will be able to enjoy the classic text of Itô and McKean
58 editions published between 1964 and 2010 in 3 languages and held by 859 WorldCat member libraries worldwide
U4 = Reihentext + Werbetext für dieses Buch Werbetext: Since its first publication in 1965 in the series Grundlehren der mathematischen Wissenschaften this book has had a profound and enduring influence on research into the stochastic processes associated with diffusion phenomena. Generations of mathematicians have appreciated the clarity of the descriptions given of one or more dimensional diffusion processes and the mathematical insight provided into Brownian motion. Now, with its republication in the Classics in Mathematics it is hoped that a new generation will be able to enjoy the classic text of Itô and McKean
Fourier series and integrals by
H Dym(
Book
)
27 editions published between 1972 and 2003 in English and held by 773 WorldCat member libraries worldwide
27 editions published between 1972 and 2003 in English and held by 773 WorldCat member libraries worldwide
Stochastic integrals by
Henry P McKean(
Book
)
30 editions published between 1969 and 2005 in 3 languages and held by 696 WorldCat member libraries worldwide
30 editions published between 1969 and 2005 in 3 languages and held by 696 WorldCat member libraries worldwide
Elliptic curves : function theory, geometry, arithmetic by
Henry P McKean(
Book
)
29 editions published between 1997 and 2012 in English and Undetermined and held by 566 WorldCat member libraries worldwide
The subject of elliptic curves is one of the jewels of nineteenthcentury mathematics, originated by Abel, Gauss, Jacobi, and Legendre. This book presents an introductory account of the subject in the style of the original discoverers, with references to and comments about more recent and modern developments. The treatment combines three of the fundamental themes of mathematics: complex function theory, geometry, and arithmetics. Requiring only a first acquaintance with complex function theory, this book is an ideal introduction to the subject for graduate students and researchers in mathematics and physics. The many exercises with hints scattered throughout the text give the reader a glimpse of further developments
29 editions published between 1997 and 2012 in English and Undetermined and held by 566 WorldCat member libraries worldwide
The subject of elliptic curves is one of the jewels of nineteenthcentury mathematics, originated by Abel, Gauss, Jacobi, and Legendre. This book presents an introductory account of the subject in the style of the original discoverers, with references to and comments about more recent and modern developments. The treatment combines three of the fundamental themes of mathematics: complex function theory, geometry, and arithmetics. Requiring only a first acquaintance with complex function theory, this book is an ideal introduction to the subject for graduate students and researchers in mathematics and physics. The many exercises with hints scattered throughout the text give the reader a glimpse of further developments
Gaussian processes, function theory, and the inverse spectral problem by
H Dym(
Book
)
14 editions published between 1976 and 2008 in English and held by 470 WorldCat member libraries worldwide
14 editions published between 1976 and 2008 in English and held by 470 WorldCat member libraries worldwide
Stochastic differential equations by Symposium in Applied Mathematics: Stochastic Differential Equations(
Book
)
10 editions published in 1973 in English and held by 339 WorldCat member libraries worldwide
10 editions published in 1973 in English and held by 339 WorldCat member libraries worldwide
Probability, geometry, and integrable systems : for Henry McKean's seventyfifth birthday by
Mark A Pinsky(
Book
)
9 editions published between 2008 and 2011 in English and held by 184 WorldCat member libraries worldwide
9 editions published between 2008 and 2011 in English and held by 184 WorldCat member libraries worldwide
Probability : the classical limit theorems by
Henry P McKean(
Book
)
14 editions published in 2014 in English and held by 119 WorldCat member libraries worldwide
The theory of probability has been extraordinarily successful at describing a variety of natural phenomena, from the behavior of gases to the transmission of information, and is a powerful tool with applications throughout mathematics. At its heart are a number of concepts familiar in one guise or another to many: Gauss' bellshaped curve, the law of averages, and so on, concepts that crop up in so many settings that they are, in some sense, universal. This universality is predicted by probability theory to a remarkable degree. It is the aim of the book to explain the theory, prove classical limit theorems, and investigate their ramifications. The author assumes a good working knowledge of basic analysis, real and complex. From this, he maps out a route from basic probability, via random walks, Brownian motion, the law of large numbers and the central limit theorem, to aspects of ergodic theorems, equilibrium and nonequilibrium statistical mechanics, communication over a noisy channel, and random matrices. Numerous examples and exercises enrich the text
14 editions published in 2014 in English and held by 119 WorldCat member libraries worldwide
The theory of probability has been extraordinarily successful at describing a variety of natural phenomena, from the behavior of gases to the transmission of information, and is a powerful tool with applications throughout mathematics. At its heart are a number of concepts familiar in one guise or another to many: Gauss' bellshaped curve, the law of averages, and so on, concepts that crop up in so many settings that they are, in some sense, universal. This universality is predicted by probability theory to a remarkable degree. It is the aim of the book to explain the theory, prove classical limit theorems, and investigate their ramifications. The author assumes a good working knowledge of basic analysis, real and complex. From this, he maps out a route from basic probability, via random walks, Brownian motion, the law of large numbers and the central limit theorem, to aspects of ergodic theorems, equilibrium and nonequilibrium statistical mechanics, communication over a noisy channel, and random matrices. Numerous examples and exercises enrich the text
Séries et intégrales de Fourier by
H Dym(
Book
)
1 edition published in 2016 in French and held by 21 WorldCat member libraries worldwide
1 edition published in 2016 in French and held by 21 WorldCat member libraries worldwide
Gaussian processes, and the inverse spectral problem by
H Dym(
Book
)
1 edition published in 1976 in English and held by 8 WorldCat member libraries worldwide
1 edition published in 1976 in English and held by 8 WorldCat member libraries worldwide
The nonlinear Schroedinger equation with a delta potential and even initial data by Jungwoon Park(
)
1 edition published in 2010 in English and held by 8 WorldCat member libraries worldwide
Among a number of different ways to solve the IBV problem, we follow the method of Bikbaev and Tarasov which utilizes a Backlund transformation to extend the solution on the halfline to a solution of the NLS equation on the whole line, in such a way that the boundary condition is automatically satisfied. The long time asymptotics for the solutions of the equation can then be obtained by the nonlinear steepestdescent method for RiemannHilbert problems introduced by Deift and Zhou
1 edition published in 2010 in English and held by 8 WorldCat member libraries worldwide
Among a number of different ways to solve the IBV problem, we follow the method of Bikbaev and Tarasov which utilizes a Backlund transformation to extend the solution on the halfline to a solution of the NLS equation on the whole line, in such a way that the boundary condition is automatically satisfied. The long time asymptotics for the solutions of the equation can then be obtained by the nonlinear steepestdescent method for RiemannHilbert problems introduced by Deift and Zhou
Universal symplectic forms in the soliton theory by Fedor Soloviev(
)
1 edition published in 2010 in English and held by 8 WorldCat member libraries worldwide
Using KricheverPhong's universal formula, we show that a multiplicative representation linearizes Sklyanian quadratic brackets for a multipole Lax function with a spectral parameter. The spectral parameter can be either rational or elliptic. As a byproduct, we obtain an extension of a Sklyanin algebra in the elliptic case. We discuss applications of these results to isospectral and isomonodromic equations with discrete time. KricheverPhong's formula provides a hierarchy of symplectic structures, and we show that there exists a nontrivial cubic bracket in Sklyanin's case. Also, we consider a generalization of the universal formula to variable base curves (suggested in [22]) in the simplest possible case of a rational base curve with moving marked points
1 edition published in 2010 in English and held by 8 WorldCat member libraries worldwide
Using KricheverPhong's universal formula, we show that a multiplicative representation linearizes Sklyanian quadratic brackets for a multipole Lax function with a spectral parameter. The spectral parameter can be either rational or elliptic. As a byproduct, we obtain an extension of a Sklyanin algebra in the elliptic case. We discuss applications of these results to isospectral and isomonodromic equations with discrete time. KricheverPhong's formula provides a hierarchy of symplectic structures, and we show that there exists a nontrivial cubic bracket in Sklyanin's case. Also, we consider a generalization of the universal formula to variable base curves (suggested in [22]) in the simplest possible case of a rational base curve with moving marked points
Stokhasticheskie integraly by
Henry P McKean(
Book
)
5 editions published in 1972 in Russian and held by 8 WorldCat member libraries worldwide
5 editions published in 1972 in Russian and held by 8 WorldCat member libraries worldwide
A Baernstein problem of pharmonic measures and an invariance of pharmonic functions under boundary perturbations using tugofwar
with noise by Sungwook Kim(
)
1 edition published in 2010 in English and held by 7 WorldCat member libraries worldwide
Given a planar domain O and p & isin; (1, infinity), let Hf denote the pharmonic extension to O of a boundary function f : & part;O & rarr; R (as defined via Perron's method). We show that if f is a piecewise continuous function, O is piecewise smooth near where f is discontinuous, and g is a bounded function on & part;O such that g = f on & part;O\ E where E & sub; R2 is a countable set with op(E, O) = 0, then Hf = H g. In particular, this solves a problem posed by Baernstein in 1998, who asked the question for 01 valued F and F & tilde; on the unit circle; it extends work of Bjorn, Bjorn, and Shanmugalingam, who answered the question for 1 <p & le; 2. A key step is to show that pharmonic extensions approximately agree with harmonic extensions in a neighborhood of a jump discontinuity
1 edition published in 2010 in English and held by 7 WorldCat member libraries worldwide
Given a planar domain O and p & isin; (1, infinity), let Hf denote the pharmonic extension to O of a boundary function f : & part;O & rarr; R (as defined via Perron's method). We show that if f is a piecewise continuous function, O is piecewise smooth near where f is discontinuous, and g is a bounded function on & part;O such that g = f on & part;O\ E where E & sub; R2 is a countable set with op(E, O) = 0, then Hf = H g. In particular, this solves a problem posed by Baernstein in 1998, who asked the question for 01 valued F and F & tilde; on the unit circle; it extends work of Bjorn, Bjorn, and Shanmugalingam, who answered the question for 1 <p & le; 2. A key step is to show that pharmonic extensions approximately agree with harmonic extensions in a neighborhood of a jump discontinuity
Genesis and extinction of solitons arising from individual flows of the CamassaHolm hierarchy: The rise of a novel Darbouxlike
transform by
Enrique Loubet(
)
1 edition published in 2003 in English and held by 7 WorldCat member libraries worldwide
Let m be summable and odd, having the signature of x, and consider the individual flow based upon H = 1/ l with l> 0. With the help of a private "Lagrangian" scale determined by x¯· = f 2(t, x¯) and x¯(0, x) = x; the updated velocity profile (etXH v(0, ·)) (x¯) & equiv; v(t, x¯(t, x)) is found to shape itself like the soliton Sl (t, x) = 1/(2 l & parr0;e & vbm0;xt/2l & vbm0; escaping to infinity as t & uarr; +infinity, leaving behind a "residual" v(+infinity, x¯(+infinity, x)) having the same spectrum as the one attached to the initial v(0, x) except that l is excised. Doubtless, the map induced by the large time asymptotics v(0, x) v(+infinity, x¯(+infinity, x)), is some counterpart of the standard Darboux transformation for removing/adding the bottom bound state for KdV, with the difference now that you need not proceed in such orderly fashion. I did not succeed in casting such correspondence in the form of an "addition" as in McKean [25], but it should be closely connected to that circle of ideas
1 edition published in 2003 in English and held by 7 WorldCat member libraries worldwide
Let m be summable and odd, having the signature of x, and consider the individual flow based upon H = 1/ l with l> 0. With the help of a private "Lagrangian" scale determined by x¯· = f 2(t, x¯) and x¯(0, x) = x; the updated velocity profile (etXH v(0, ·)) (x¯) & equiv; v(t, x¯(t, x)) is found to shape itself like the soliton Sl (t, x) = 1/(2 l & parr0;e & vbm0;xt/2l & vbm0; escaping to infinity as t & uarr; +infinity, leaving behind a "residual" v(+infinity, x¯(+infinity, x)) having the same spectrum as the one attached to the initial v(0, x) except that l is excised. Doubtless, the map induced by the large time asymptotics v(0, x) v(+infinity, x¯(+infinity, x)), is some counterpart of the standard Darboux transformation for removing/adding the bottom bound state for KdV, with the difference now that you need not proceed in such orderly fashion. I did not succeed in casting such correspondence in the form of an "addition" as in McKean [25], but it should be closely connected to that circle of ideas
Stationary approximations to nonstationary stochastic processes by Uri Keich(
)
1 edition published in 1996 in English and held by 7 WorldCat member libraries worldwide
The problem of approximating a nonstationary process with a stationary one comes out naturally when one tries to study the subject of "locally stationary stochastic processes". Although not defined, intuitively, these are processes that are well approximated by stationary ones
1 edition published in 1996 in English and held by 7 WorldCat member libraries worldwide
The problem of approximating a nonstationary process with a stationary one comes out naturally when one tries to study the subject of "locally stationary stochastic processes". Although not defined, intuitively, these are processes that are well approximated by stationary ones
Stochastičeskie integraly by
Henry P McKean(
Book
)
1 edition published in 1972 in Russian and held by 4 WorldCat member libraries worldwide
1 edition published in 1972 in Russian and held by 4 WorldCat member libraries worldwide
Henry P. McKean Jr. selecta by
Henry P McKean(
Book
)
2 editions published in 2015 in English and held by 2 WorldCat member libraries worldwide
"This volume presents a selection of papers by Henry P. McKean, which illustrate the various areas in mathematics in which he has made seminal contributions. Topics covered include probability theory, integrable systems, geometry and financial mathematics. Each paper represents a contribution by Prof. McKean, either alone or together with other researchers, that has had a profound influence in the respective area" 
2 editions published in 2015 in English and held by 2 WorldCat member libraries worldwide
"This volume presents a selection of papers by Henry P. McKean, which illustrate the various areas in mathematics in which he has made seminal contributions. Topics covered include probability theory, integrable systems, geometry and financial mathematics. Each paper represents a contribution by Prof. McKean, either alone or together with other researchers, that has had a profound influence in the respective area" 
Difusion processes and their sample paths by
Kiyosi Itō(
)
1 edition published in 1996 in English and held by 2 WorldCat member libraries worldwide
1 edition published in 1996 in English and held by 2 WorldCat member libraries worldwide
My methods in breeding poultry by
Henry P McKean(
Book
)
in English and held by 1 WorldCat member library worldwide
in English and held by 1 WorldCat member library worldwide
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Related Identities
 Dym, H. (Harry) 1938 Author
 Itō, Kiyosi 19152008 Author
 Moll, Victor H. 1956 Editor
 Keller, Joseph B. (Joseph Bishop) 19232016 Editor
 American Mathematical Society Other Publisher Editor
 Society for Industrial and Applied Mathematics Other Publisher Editor
 Pinsky, Mark A. 1940 Editor
 Moerbeke, Pierre van Editor
 Grünbaum, F. Alberto Editor
 Birnir, Björn Editor
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Associated Subjects
Brownian motion processes Brownian movements Canada Curves, Elliptic Diffusion Diffusion processes Distribution (Probability theory) Fourier series Gaussian processes Geometry, Algebraic Geometry, Differential Hamiltonian systems Hardy spaces Limit theorems (Probability theory) Mathematicians Mathematics PoultryBreeding Prediction theory Probabilities Scientists Spectral theory (Mathematics) Stationary processes Stochastic differential equations Stochastic integrals Stochastic processes United States
Alternative Names
Henry McKean American mathematician at New York University
Henry McKean Amerikaans wiskundige
Henry McKean amerikansk matematikar
Henry McKean amerikansk matematiker
Henry McKean mathématicien américain
Henry McKean USamerikanischer Mathematiker
Mac Kean, Henry P.
Mac Kean Henry P. 1930....
Mac Kean, Henry Pratt 1930
MacKean, Henry P.
MacKean Henry P. 1930....
MacKean, Henry Pratt 1930
Makkin, G.
Makkin, G. 1930
Mc Kean, Henry P.
Mc Kean Henry P. 1930....
Mc Kean, Henry Pratt 1930
McKean, H. P.
McKean, H. P. 1930
McKean, H. P. 1930 Jr
McKean, H. P. (Henry P.)
McKean, H. P. (Henry P.), 1930
McKean, H. P. (Henry P.), Jr., 1930
McKean, H. P. Jr
McKean, Henry.
McKean, Henry 1930
McKean, Henry P.
McKean, Henry P. 1930 Jr
McKean, Henry P. Jr
McKean, Henry P. Jr. 1930
McKean, Henry Pratt 1930
Маккин, Г
Маккин, Г. (Генри П.)
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