Terence Lyons
Terence "Terry" John Lyons (* 1953 ) is a British mathematician who specializes in probability theory and financial mathematics .
Lyons holds a bachelor's degree from Trinity College, Cambridge University, and a PhD from Oxford University . He was at UCLA , Imperial College London and the University of Edinburgh before becoming Wallis Professor of Mathematics at Oxford University. There he is also director of the Oxford-Man Institute of Quantitative Finance.
He deals with stochastic analysis , especially control of nonlinear systems driven by rough paths (literally irregular paths , the concept originates from him).
In 2000 he received the Pólya Prize , the Whitehead Prize in 1986 and the Rollo Davidson Prize in 1985 . He is a Fellow of the Royal Society of Edinburgh and the Royal Society (2002), the Institute of Mathematical Statistics (2005) and the Learned Society of Wales (2011). In 2007 he received an honorary doctorate from the University of Toulouse and since 2010 he has been an Honorary Fellow of Aberystwyth University .
In 2004 he was invited speaker at the European Congress of Mathematicians in Stockholm ( Systems controlled by rough paths ). In 2014 he was invited speaker at the ICM in Seoul (Rough paths, signatures and the modeling of functions on streams).
Fonts
- Differential equations driven by rough paths , Rev. Mat. Iberoamericana, Volume 14, 1998, pp. 215-310 (Introduction to Rough Path Analysis)
- with Zhongmin Qian System Control and Rough Paths , Oxford Mathematical Monographs, Oxford University Press 2002
- with Michael J. Caruana, Thierry Lévy Differential equations driven by rough paths , École d'Eté de Probabilités de Saint-Flour No. 34, 2004, Springer Verlag 2007
- with N. Victoir Cubature on Wiener Space , Proc. Roy. Soc. A, Volume 460, 2004, pp. 169-198
Web links
| personal data | |
|---|---|
| SURNAME | Lyons, Terence |
| ALTERNATIVE NAMES | Lyons, Terry |
| BRIEF DESCRIPTION | British mathematician |
| DATE OF BIRTH | 1953 |