H
Henry P. McKean
Researcher at New York University
Publications - 24
Citations - 4961
Henry P. McKean is an academic researcher from New York University. The author has contributed to research in topics: Gaussian random field & Gaussian process. The author has an hindex of 14, co-authored 24 publications receiving 4831 citations.
Papers
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Book
Diffusion Processes and their Sample Paths
Kiyosi Itô,Henry P. McKean +1 more
TL;DR: In this article, the authors consider the problem of approximating the Brownian motion by a random walk with respect to the de Moivre-laplace limit theorem and show that it is NP-hard.
Journal ArticleDOI
Diffusion Processes and their Sample Paths.
Book
Fourier series and integrals
Harry Dym,Henry P. McKean +1 more
TL;DR: Fourier Integrals, Fourier Series, and Integrals on Groups: A Historical Introduction.
Book
Gaussian processes, function theory, and the inverse spectral problem
Harry Dym,Henry P. McKean +1 more
TL;DR: Machine human decision-making Topics include an introduction to functional analysis, Sturm-Liouville theory, Green's functions for the solution ...