Terry Lyons (mathematician)
Terence "Terry" John Lyons is a British mathematician, specializing in stochastic analysis. Lyons is the Wallis Professor of Mathematics, 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 an universal approximation theorem for neural networks of arbitrary depth. Education. Lyons obtained his B.A. at Trinity College, Cambridge and his D.Phil at the University of Oxford. Career. Lyons has held positions at UCLA, Imperial College London, the University of Edinburgh and since 2000 has been Wallis Professor of Mathematics at the University of Oxford. He was the Director of the Oxford-Man Institute at the University of Oxford from 15 June 2011 to 15 December 2015. He also held a number of visiting positions in Europe and North America. Together with Zhongmin Qian he wrote the  monograph "System Control and Rough Paths" and together with Michael J. Caruana and Thierry Lévy the book "Differential Equations Driven by Rough Paths". Honours and awards. 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 Institute of Mathematical Statistics, and since 2011 a fellow of the Learned Society of Wales. In 2013, he was elected president  of the London Mathematical Society. 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. In 2017 he was awarded an honorary Doctor of Mathematics from the University of Waterloo.