Terry Lyons (mathematician)

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Terry Lyons
Dembo Lyons Ben Arous.jpg
Terry Lyons (centre)
Born Terence John Lyons
(1953-05-04) 4 May 1953 (age 62)[1]
Alma mater
Thesis Some problems in harmonic analysis and probabilistic potential theory[2] (1981)
Doctoral advisor Richard Haydon[3]
Notable awards

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. He is the director of the Oxford-Man Institute and, as of 2013, the president of the London Mathematical Society.[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]


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 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".[citation needed]

Honours and awards[edit]

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.[6]

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.


  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. 
  5. ^ Terry Lyons's publications indexed by the Scopus bibliographic database, a service provided by Elsevier.
  6. ^ "2013 LMS Election Results". London Mathematical Society. 18 April 2014.