Henry Pratt McKean Jr. ’52

Henry Pratt McKean Jr. ’52 died on April 20, 2024, in New York City. He was born December 14, 1930, in Wenham, Massachusetts. Henry earned his A.B. in mathematics and went on to receive a fellowship at Cambridge, United Kingdom, in 1953 and his Ph.D. from Princeton in 1955. On a Fulbright to Japan in 1957, he collaborated with mentor Kiyosi Ito on Diffusion Processes and Their Sample Paths, one of two books that laid the foundation of stochastic analysis at the genesis of the field, and with Henry’s second book, Stochastic Integrals, “was part of the beginnings of modern probability,” according to Oxford’s Terry Lyons. Henry taught for eight years at MIT, four years at Rockefeller University, and 47 years at the NYU Courant Institute of Mathematical Sciences, where he served as director from 1988 and 1992 and retired as professor emeritus in 2018. A member of the National Academy of Sciences and the American Mathematical Society, in 2001 Henry was awarded an honorary degree from Paris Diderot University at the Sorbonne and in 2007 won the Leroy P. Steele Prize for Lifetime Achievement. Henry’s natural sense of elegance was evident in his work transforming the places he lived, scything, building stone walls, creating wildflower gardens, and restoring his beloved Brooklyn house and in his wide-ranging taste in literature, art, and music. Henry is survived by his wife, Rasa; daughter Katherine and her husband, Eric; daughter Elizabeth; son Tom and his wife, Lisa; and four grandchildren. He was predeceased by his first wife, Sylvia.


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