Terry Lyons

Terence John Lyons FLSW is a British mathematician, specialising in stochastic analysis. Lyons, Professor at Imperial College and at the University of Oxford and previously the Wallis Professor of Mathematics, is a fellow of St Anne's College, Oxford. 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.