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.
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.
Pierre van Moerbeke received his doctorate at the Rockefeller University under the supervision of Henry P. McKean, went on to having positions at the University of Paris (Orsay), Berkeley and Stanford, before sharing his time between the University of Louvain and Brandeis University. Alberto Grünbaum received his doctorate at the Rockefeller University under the supervision of Marc Kac, and then went on to having positions at the Courant Institute, Caltech and Berkeley. Victor H. Moll received his doctorate at Courant Institute of New York University under the supervision of Henry P. McKean. After an instructor position at Temple University in Philadelphia, he joined the Department of Mathematics at Tulane University.
Inhaltsangabe
1.Personal Recollections.- 2.My Debt to Henry McKean.- 3.Henry McKean and Integrable Systems.- 4. Some Comments.- 5.Some Words from Three Students.- 6.Curvature and the Eigenvalues of the Laplacian.- 7.Hill's Operator and Hyperelliptic Function Theory in the Presence of Infinitely Many Branch Points.- 8.Book Reviews: Riemann Surfaces of Infinite Genus by J. Feldman, H. Knörrer, and E. Trubowitz.- 9.Fredholm Determinants and the Camassa-Holm Hierarchy.- 10.Breakdown of the Camassa-Holm Equation.- 11.Rational Theory of Warrant Pricing.- 12.Geometry of KdV (1): Addition and the Unimodular Spectral Classes.- 13.Weighted Trigonometrical Approximation on R1 with Application to the Germ field of a Stationary Gaussian Noise.- 14.Brownian Local Times.- 15.Brownian Motions on a Half Line.- 16.The Spectrum of Hill's Equation.- Bibliography.
1.Personal Recollections.- 2.My Debt to Henry McKean.- 3.Henry McKean and Integrable Systems.- 4. Some Comments.- 5.Some Words from Three Students.- 6.Curvature and the Eigenvalues of the Laplacian.- 7.Hill's Operator and Hyperelliptic Function Theory in the Presence of Infinitely Many Branch Points.- 8.Book Reviews: Riemann Surfaces of Infinite Genus by J. Feldman, H. Knörrer, and E. Trubowitz.- 9.Fredholm Determinants and the Camassa-Holm Hierarchy.- 10.Breakdown of the Camassa-Holm Equation.- 11.Rational Theory of Warrant Pricing.- 12.Geometry of KdV (1): Addition and the Unimodular Spectral Classes.- 13.Weighted Trigonometrical Approximation on R1 with Application to the Germ field of a Stationary Gaussian Noise.- 14.Brownian Local Times.- 15.Brownian Motions on a Half Line.- 16.The Spectrum of Hill's Equation.- Bibliography.
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