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Fellows Directory

Terence Lyons

Professor Terence Lyons FRS


Elected: 2002


Terence Lyons is a mathematician widely regarded as a leader in the related fields of probability theory and stochastic analysis. As the study of evolving systems affected by random fluctuations, stochastic analysis has numerous applications to complex data sets, most notably in the world of finance.

Amongst Terence’s most significant contributions is the development of the theory of rough paths, which enable solutions to be found to complex differential equations where ordinary techniques are no longer useful. His work in this area has generated major advances in numerical analysis and greatly improved our understanding of dynamical systems.

Terence is the current President of the London Mathematical Society, and was named 2014 Schramm Lecturer by the Institute of Mathematical Statistics. A Fellow of numerous learned societies, in 1985 he was awarded the Rollo Davidson Prize for early career mathematicians investigating questions of probability.

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