Terry Lyons | |
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&sq=&lang=&file=File:Terry_Lyons.jpg) Lyons in 2008 | |
| Born | Terence John Lyons 4 May 1953[3] |
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| Scientific career | |
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| Thesis | Some problems in harmonic analysis and probabilistic potential theory[1] (1981) |
| Doctoral advisor | Richard Haydon[2] |
| Website | www |
Terence John Lyons FRSE FRS FLSW 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.[4] 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.[5] Together with Patrick Kidger he proved a universal approximation theorem for neural networks of arbitrary depth.[6]
- ^ Terry Lyons at the Mathematics Genealogy Project
- ^ Terry Lyons at the Mathematics Genealogy Project
- ^ "Terence John LYONS". Debretts. Retrieved 23 January 2013.
- ^ "List of Presidents of the London Mathematical Society" (PDF). London Mathematical Society. Retrieved 4 October 2018.
- ^ Terry Lyons's publications indexed by the Scopus bibliographic database. (subscription required)
- ^ Kidger, Patrick; Lyons, Terry (15 July 2020). "Universal Approximation with Deep Narrow Networks". Conference on Learning Theory. PMLR: 2306–2327. arXiv:1905.08539.