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Terry Lyons (mathematician)

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Terence "Terry" John Lyons FRSE, FLSW, FRS is a British mathematician, specializing in stochastic analysis Lyons is the Wallis Professor of Mathematics, a fellow of St Anne's College, Oxford and a Faculty Fellow at The Alan Turing Institute He had been the director of the Oxford-Man Institute from 2011 to 2015 and the president of the London Mathematical Society from 2013 to 2015[4] His mathematical contributions have been to probability, harmonic analysis, the numerical analysis of stochastic differential equations, and quantitative finance In particular he developed what is now known as the theory of rough paths[5]

Contents

  • 1 Education
  • 2 Career
  • 3 Honours and awards
  • 4 References

Education

Lyons obtained his BA at Trinity College, Cambridge and his DPhil at the University of Oxford

Career

Lyons has held positions at UCLA, Imperial College London, the University of Edinburgh and is currently Wallis Professor of Mathematics He was the Director of the Oxford-Man Institute at the University of Oxford from 15 June 2011 to 15 December 2015 He also held a number of visiting positions in Europe and the USA

Together with Zhongmin Qian he wrote the monograph "System Control and Rough Paths"[6] and together with Michael J Caruana and Thierry Lévy the book "Differential Equations Driven by Rough Paths"[7]

Honours and awards

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 2013, he was elected president of the London Mathematical Society[8]

In 2007 he was awarded a Doctor Honoris Causa from the University of Toulouse, he was made an Honorary Fellow of Aberystwyth University in 2010 and Cardiff University in 2012 In 2017 he was awarded an honorary Doctor of Mathematics from the University of Waterloo

References

  1. ^ "Terence John LYONS" Debretts Retrieved 23 January 2013 
  2. ^ Terry Lyons at the Mathematics Genealogy Project
  3. ^ Terry Lyons at the Mathematics Genealogy Project
  4. ^ "2013 LMS Election Results" London Mathematical Society 18 April 2014 [permanent dead link]
  5. ^ Terry Lyons's publications indexed by the Scopus bibliographic database, a service provided by Elsevier subscription required
  6. ^ Lyons, Terry; Qian, Zhongmin 2002 System Control and Rough Paths Oxford Mathematical Monographs Oxford: Clarendon Press doi:101093/acprof:oso/97801985064850010001 ISBN 9780198506485 Zbl 102993001 
  7. ^ Lyons, Terry; Caruana, Michael; Levy, Thierry 2007 Differential equations driven by rough paths, vol 1908 of Lecture Notes in Mathematics Springer 
  8. ^ "2013 LMS Election Results" London Mathematical Society 18 April 2014 [permanent dead link]

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Terry Lyons (mathematician)


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