Terry Lyons (mathematician)
(1952-)
British mathematician
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Terence John Lyons is a British mathematician, specialising in stochastic analysis. Lyons, previously the Wallis Professor of Mathematics, is a fellow of St Anne's College, Oxford and a Faculty Fellow at The Alan Turing Institute. He was 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. Together with Patrick Kidger he proved a universal approximation theorem for neural networks of arbitrary depth.
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| Born |
4 May 1952 (age 73) (1953-05-04) 4 May 1953 (age 67)
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| Zodiac | Taurus |
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