Terence Lyons

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 Annes 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.

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