Terry Lyons (mathematician)
Terry Lyons (centre)
|Born||Terence John Lyons
4 May 1953 
|Thesis||Some problems in harmonic analysis and probabilistic potential theory (1981)|
Terence "Terry" John Lyons FRSE, FLSW, FRS is a British mathematician, specializing in stochastic analysis, and is a fellow of St Anne's College, Oxford. 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.
Lyons has held positions at UCLA, Imperial College London, the University of Edinburgh and is currently Wallis Professor of Mathematics and (from 15 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.
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".
Honours and awards
In 1985 he was awarded the Rollo Davidson Prize.
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.