St Anne’s Fellow, Prof. Terry Lyons, delivers Oxford Mathematics Public Lecture: “Signatures of Streams”

Professor Terry Lyons, St Anne’s Supernumerary Fellow and Wallis Professor of Mathematics at the University of Oxford, has recently delivered an Oxford Mathematics Public Lecture entitled “Signatures of Streams”. The lecture was recorded and is now available to watch online, here.

The abstract of the lecture is as follows: “A calculator processes numbers without caring that these numbers refer to items in our shopping, or the calculations involved in designing an airplane. Number without context is a remarkable abstraction that we learn as infants and which has profoundly affected our world. Our lives start, progress in complex ways, and are finally complete. So do tasks executed on a computer. Multimodal streams are a pervasive “type”, and even without fixing the context, have a rich structure. Developing this structure leads to wide-ranging tools that have had award-winning impact on methodology in health care, finance, and computer technology.”

Terry 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. is supported through the DataSig and Cimda-Oxford programmes. The Oxford Mathematics Public Lectures are generously supported by XTX Markets.