Terry Lyons | |
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Terry Lyons (centre)
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Born | Terence John Lyons 4 May 1953 |
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Thesis | Some problems in harmonic analysis and probabilistic potential theory (1981) |
Doctoral advisor | Richard Haydon |
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Terence "Terry" John Lyons FRSE, FLSW, FRS is a British mathematician, specializing in , and is 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. His mathematical contributions have been to probability, harmonic analysis, the numerical analysis of , and quantitative finance. In particular he developed what is now known as the theory of rough paths.
Lyons obtained his B.A. at Trinity College, Cambridge and his D.Phil at the University of Oxford.
Lyons has held positions at UCLA, Imperial College London, the University of Edinburgh and is currently Wallis Professor of Mathematics. He had been 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.