Terry Lyons (mathematician) | Wikipedia audio article


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. 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.==Education==
Lyons obtained his B.A. at Trinity College, Cambridge and his D.Phil at the University
of Oxford.==Career==
Lyons has held positions at UCLA, Imperial College London, the University of Edinburgh
and since 2000 has been Wallis Professor of Mathematics at the University of Oxford. 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” 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. 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 Institute of Mathematical Statistics, and since 2011 a fellow of the
Learned Society of Wales. In 2013, he was elected president of the London
Mathematical Society.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

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