Wales Institute of Mathematical and Computational Sciences

Wallis Professor of Mathematics

Specialist Subjects: Higher-dimensional random systems, theory of probability, stochastic differential equations, theory of rough paths

Terry Lyons studied for his B.A. at Trinity College Cambridge, and for a D.Phil. at Oxford. After a Hedrick Assistant Professorship at U.C.L.A., he returned to Imperial College, London (1981-1985) moving to become Colin Maclaurin Professor of Mathematics at Edinburgh University (1985-1993). He returned to Imperial College, London (1993-2000) to become Professor of Mathematics, moving to Oxford in 2000 to become Wallis Professor of Mathematics. He held an EPSRC Senior Fellowship (1993-1999).

He has held a number of visiting positions in Europe and the US. He was an invited lecturer at the 4th European Congress of Mathematics (2004), at the 16th International Congress of OEMG in Klagenfurt (2005) and gave the St Flour lectures in 2004. In 2007 he gave one of the Abel Lectures, on the occasion of Professor Srinivasa Varadhan being awarded the Abel Prize. He was awarded the Polya Prize of the London Mathematical Society (2000) and was made a Fellow of the Royal Society in 2002. He was elected to fellowship of the IMS in 2005. He was awarded Doctorate Honoris Causa from the University of Toulouse in 2007.

He is interested in the mathematics that arise when one considers high-dimensional random systems, and has made a number of contributions to the theory of probability, to the numerical analysis of stochastic differential equations, and to quantitative finance. Over the last ten years he has, with colleagues, developed a mathematical theory, extending the classical theory of differential equations and Ito calculus, which allows one to model the interaction of highly oscillatory systems. This development is known as the theory of Rough Paths.

BA DPhil FIMS

Tel: 01865273544

Fax:

Email: tlyons@maths.ox.ac.uk

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