Go to content
- {{#headlines}}
- {{title}} {{/headlines}}
Profile
| Academic position | Full Professor |
|---|---|
| Research fields | General and overarching topics in Mathematics; collections,Stochastics, Probability Theory |
| Keywords | Stochastic Analysis, Differential equations driven by Rough paths, Quantitative Finance, Computational Tools for Analysis, High Dimensional Data Streams |
Current contact address
| Country | United Kingdom |
|---|---|
| City | Oxford |
| Institution | University of Oxford |
| Institute | Mathematical Institute |
Host during sponsorship
| Prof. Dr. Peter Friz | Institut für Mathematik, Technische Universität Berlin, Berlin |
|---|---|
| Start of initial sponsorship | 01/05/2016 |
Programme(s)
| 2014 | Humboldt Research Award Programme |
|---|
Nominator's project description
| Professor Lyons is a leading mathematician who specializes in stochastic analysis and its application. He has gained worldwide recognition for his work on the theory of rough paths, a highly original and intriguing view on solutions of stochastic differential equations and statistics. In Germany, he will focus on Brownian motion in high-oscillatory fields, rough paths as modelling device in finance and the connections to Hairer's regularity structures. |