Terry Lyons (mathematician)
Encyclopedia
Terence John Lyons is a British mathematician, specializing in stochastic analysis. His mathematical contributions have been to probability
, to the numerical analysis
of stochastic differential equations, and to quantitative finance. In particular he developed what is now known as the Theory of Rough Paths.
He obtained his B.A. at Trinity College of the University of Cambridge
and his D.Phil at the University of Oxford
.
He has held positions at UCLA, Imperial College London
, the University of Edinburgh
and is currently Wallis Professor of Mathematics and (from the 15th July 2011) also Director of the Oxford-Man Institute at the University of Oxford
. He also held a number of visiting positions in Europe and the USA.
In 1985 he was awarded the Rollo Davidson Prize.
In 2000, he was awarded the Pólya Prize
of the London Mathematical Society
.
He has been a fellow of the Royal Society of Edinburgh for over 20 years, since 2002 he is a Fellow of the Royal Society, since 2005 a fellow of the IMS, and since 2011 a fellow of the Learned Society of Wales.
In 2007 he was awarded a Doctor Honoris Causa from the University of Toulouse
and in 2010 he was made an Honorary Fellow of Aberystwyth University.
Together with Zhongmin Qian he wrote the book "System Control and Rough Paths" and together with Michael J. Caruana and Thierry Lévy the book "Differential Equations Driven by Rough Paths".
Probability
Probability is ordinarily used to describe an attitude of mind towards some proposition of whose truth we arenot certain. The proposition of interest is usually of the form "Will a specific event occur?" The attitude of mind is of the form "How certain are we that the event will occur?" The...
, to the numerical analysis
Numerical analysis
Numerical analysis is the study of algorithms that use numerical approximation for the problems of mathematical analysis ....
of stochastic differential equations, and to quantitative finance. In particular he developed what is now known as the Theory of Rough Paths.
He obtained his B.A. at Trinity College of the University of Cambridge
University of Cambridge
The University of Cambridge is a public research university located in Cambridge, United Kingdom. It is the second-oldest university in both the United Kingdom and the English-speaking world , and the seventh-oldest globally...
and his D.Phil at the University of Oxford
University of Oxford
The University of Oxford is a university located in Oxford, United Kingdom. It is the second-oldest surviving university in the world and the oldest in the English-speaking world. Although its exact date of foundation is unclear, there is evidence of teaching as far back as 1096...
.
He has held positions at UCLA, Imperial College London
Imperial College London
Imperial College London is a public research university located in London, United Kingdom, specialising in science, engineering, business and medicine...
, the University of Edinburgh
University of Edinburgh
The University of Edinburgh, founded in 1583, is a public research university located in Edinburgh, the capital of Scotland, and a UNESCO World Heritage Site. The university is deeply embedded in the fabric of the city, with many of the buildings in the historic Old Town belonging to the university...
and is currently Wallis Professor of Mathematics and (from the 15th July 2011) also Director of the Oxford-Man Institute at the University of Oxford
University of Oxford
The University of Oxford is a university located in Oxford, United Kingdom. It is the second-oldest surviving university in the world and the oldest in the English-speaking world. Although its exact date of foundation is unclear, there is evidence of teaching as far back as 1096...
. He also held a number of visiting positions in Europe and the USA.
In 1985 he was awarded the Rollo Davidson Prize.
In 2000, he was awarded the Pólya Prize
Pólya Prize (LMS)
The Pólya Prize is a prize in mathematics, awarded by the London Mathematical Society. Second only to the triennial De Morgan Medal in prestige among the society's awards, it is awarded in the years that are not divisible by three – those in which the De Morgan Medal is not awarded...
of the London Mathematical Society
London Mathematical Society
-See also:* American Mathematical Society* Edinburgh Mathematical Society* European Mathematical Society* List of Mathematical Societies* Council for the Mathematical Sciences* BCS-FACS Specialist Group-External links:* * *...
.
He has been a fellow of the Royal Society of Edinburgh for over 20 years, since 2002 he is a Fellow of the Royal Society, since 2005 a fellow of the IMS, and since 2011 a fellow of the Learned Society of Wales.
In 2007 he was awarded a Doctor Honoris Causa from the University of Toulouse
University of Toulouse
The Université de Toulouse is a consortium of French universities, grandes écoles and other institutions of higher education and research, named after one of the earliest universities established in Europe in 1229, and including the successor universities to that earlier university...
and in 2010 he was made an Honorary Fellow of Aberystwyth University.
Together with Zhongmin Qian he wrote the book "System Control and Rough Paths" and together with Michael J. Caruana and Thierry Lévy the book "Differential Equations Driven by Rough Paths".