Terry Lyons

Who is Terry Lyons?

Terence "Terry" John Lyons FRSE, FLSW, FRS is a British mathematician, specializing in stochastic analysis. 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.

He obtained his B.A. at Trinity College of the University of Cambridge and his D.Phil at the University of Oxford.

He has held positions at UCLA, Imperial College London, the University of Edinburgh and is currently Wallis Professor of Mathematics and 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.

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 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.