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.

In the early 70's and 80's the field of integrable systems was in its prime youth: results and ideas were mushrooming all over the world. It was during the roaring 70's and 80's that a first version of the book was born, based on our research and on lectures which each of us had given. We owe many ideas to our colleagues Teruhisa Matsusaka and David Mumford, and to our inspiring graduate students (Constantin Bechlivanidis, Luc Haine, Ahmed Lesfari, Andrew McDaniel, Luis Piovan and Pol Vanhaecke). As it stood, our first version lacked rigor and precision, was rough, dis connected and incomplete. . . In the early 90's new problems appeared on the horizon and the project came to a complete standstill, ultimately con fined to a floppy. A few years ago, under the impulse of Pol Vanhaecke, the project was revived and gained real momentum due to his insight, vision and determination. The leap from the old to the new version is gigantic. The book is designed as a teaching textbook and is aimed at a wide read ership of mathematicians and physicists, graduate students and professionals."

On April 29, 1814 Napoleon landed on the island of Elba, surrounded with a personal army of 1200 men. The allies, Russia, Prussia, England and Austria, hadforcedhimintoexileafteranumberofverycostlydefeats;hewasdeprived ofallhistitles, butcouldkeepthetitleof"EmperorofElba." Historytellsusthat each morning he took long walks in the sun, reviewed his army each midday anddiscussedworldmatterswithnewlyappointedadvisors, followingthesame pattern everyday, to the great surprise of Campbell, the British of?cer who was to keep an eye on him. All this made everyone believe he was settled there for good. Napoleononcesaid: Elbaisbeautiful, butabitsmall. Elbawasde?nitely a source of inspiration; indeed, the early morning, March 6, 1815, Metternich, the chancellor of Austria was woken up by one of his aides with the stunning news that Napoleon had left Elba with his 1200 men and was marching to Paris with little resistance; A few days later he took up his throne again in the Tuileries. In spite of his insatiable hunger for battles and expansion, he is remembered as an important statesman. He was a pioneer in setting up much of the legal, administrative and political machinery in large parts of continental Europe. We gathered here in a lovely and quaint ?shing port, Marciana Marina on theislandofElba, tocelebrateoneofthepioneersofintegrablesystems, Hirota Sensei, andthisattheoccasionofhisseventiethbirthday. Trainedasaphysicist in his home university Kyushu University, Professor Hirota earned his PhD in '61 at Northwestern University with Professor Siegert in the ?eld of "Quantum Statistical mechanics." He wrote a widely appreciated Doctoral dissertation on "FunctionalIntegralrepresentationofthegrandpartitionfunction."

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.

In the early 70's and 80's the field of integrable systems was in its prime youth: results and ideas were mushrooming all over the world. It was during the roaring 70's and 80's that a first version of the book was born, based on our research and on lectures which each of us had given. We owe many ideas to our colleagues Teruhisa Matsusaka and David Mumford, and to our inspiring graduate students (Constantin Bechlivanidis, Luc Haine, Ahmed Lesfari, Andrew McDaniel, Luis Piovan and Pol Vanhaecke). As it stood, our first version lacked rigor and precision, was rough, dis connected and incomplete. . . In the early 90's new problems appeared on the horizon and the project came to a complete standstill, ultimately con fined to a floppy. A few years ago, under the impulse of Pol Vanhaecke, the project was revived and gained real momentum due to his insight, vision and determination. The leap from the old to the new version is gigantic. The book is designed as a teaching textbook and is aimed at a wide read ership of mathematicians and physicists, graduate students and professionals."

On April 29, 1814 Napoleon landed on the island of Elba, surrounded with a personal army of 1200 men. The allies, Russia, Prussia, England and Austria, hadforcedhimintoexileafteranumberofverycostlydefeats;hewasdeprived ofallhistitles, butcouldkeepthetitleof"EmperorofElba." Historytellsusthat each morning he took long walks in the sun, reviewed his army each midday anddiscussedworldmatterswithnewlyappointedadvisors, followingthesame pattern everyday, to the great surprise of Campbell, the British of?cer who was to keep an eye on him. All this made everyone believe he was settled there for good. Napoleononcesaid: Elbaisbeautiful, butabitsmall. Elbawasde?nitely a source of inspiration; indeed, the early morning, March 6, 1815, Metternich, the chancellor of Austria was woken up by one of his aides with the stunning news that Napoleon had left Elba with his 1200 men and was marching to Paris with little resistance; A few days later he took up his throne again in the Tuileries. In spite of his insatiable hunger for battles and expansion, he is remembered as an important statesman. He was a pioneer in setting up much of the legal, administrative and political machinery in large parts of continental Europe. We gathered here in a lovely and quaint ?shing port, Marciana Marina on theislandofElba, tocelebrateoneofthepioneersofintegrablesystems, Hirota Sensei, andthisattheoccasionofhisseventiethbirthday. Trainedasaphysicist in his home university Kyushu University, Professor Hirota earned his PhD in '61 at Northwestern University with Professor Siegert in the ?eld of "Quantum Statistical mechanics." He wrote a widely appreciated Doctoral dissertation on "FunctionalIntegralrepresentationofthegrandpartitionfunction."