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What has rough paths got to do with data science.

Terry Lyons,

University of Oxford & Alan Turing Institute

October 29, 2019 - 16:00

Room: 1A150

Terry Lyons,

University of Oxford & Alan Turing Institute

October 29, 2019 - 16:00

Room: 1A150

Short bio

Terence “Terry” John Lyons obtained his B.A. at Trinity
College, Cambridge, and his Ph.D. at the University of Oxford in 1981,
under the supervision of R.G. Haydon and H.P. McKean Jr. Lyons has held
positions at UCLA, Imperial College London, University of Edinburgh, and
since 2000 he is Wallis Professor of Mathematics at the University of
Oxford.

Amongst his several recognitions, Terry Lyons won the Rollo Davidson
Price in 1985, the Whitehead Price in 1986 and the Polya Price in 2000.
He has been invited speaker at the European Congress of Mathematics
(Stockholm, 2006) and at the International Congress of Mathematics
(Seoul, 2014).

Terry’s Lyons has given fundamental contributions in the realm of
stochastic analysis and its applications, including Mathematical Finance
and Machine Learning. He has developed the theory of Rough Paths, which
aims to build an effective calculus that can model the interactions
between complex oscillatory (rough) evolving systems. He has authored
more than 100 journal papers and two fundamental monographs: “System
control and rough paths” (with Q. Zhongmin) and “Differential equations
driven by rough paths” (with M. Caruana and TR. Lévy).

More infos are available here:

https://www.maths.ox.ac.uk/people/terry.lyons

https://en.wikipedia.org/wiki/Terry_Lyons_(mathematician)