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Terry Lyons (mathematician)
Terence "Terry" John Lyons is a British mathematician, specializing in stochastic analysis. Lyons, previously the Wallis Professor of Mathematics, is a fellow of St Anne's College, Oxford and a Faculty Fellow at The Alan Turing Institute. 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. Education Lyons obtained his B.A. at Trinity College, Cambridge and his D.Phil at the University of Oxford. Career Lyons has held positions at UCLA, Imperial College London, the University of Edinburgh and since 2000 has been Wallis Professor of Mathematic ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Rough Path
In stochastic analysis, a rough path is a generalization of the notion of smooth path allowing to construct a robust solution theory for controlled differential equations driven by classically irregular signals, for example a Wiener process. The theory was developed in the 1990s by Terry Lyons (mathematician), Terry Lyons. Several accounts of the theory are available. Rough path theory is focused on capturing and making precise the interactions between highly oscillatory and non-linear systems. It builds upon the harmonic analysis of L.C. Young, the geometric algebra of K.T. Chen, the Lipschitz function theory of H. Whitney and core ideas of stochastic analysis. The concepts and the uniform estimates have widespread application in pure and applied Mathematics and beyond. It provides a toolbox to recover with relative ease many classical results in stochastic analysis (Wong-Zakai, Stroock-Varadhan support theorem, construction of stochastic flows, etc) without using specific probabil ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Fellowship Of The Royal Society Of Edinburgh
Fellowship of the Royal Society of Edinburgh (FRSE) is an award granted to individuals that the Royal Society of Edinburgh, Scotland's national academy of science and letters, judged to be "eminently distinguished in their subject". This society received a royal charter in 1783, allowing for its expansion. Elections Around 50 new fellows are elected each year in March. there are around 1,650 Fellows, including 71 Honorary Fellows and 76 Corresponding Fellows. Fellows are entitled to use the post-nominal letters FRSE, Honorary Fellows HonFRSE, and Corresponding Fellows CorrFRSE. Disciplines The Fellowship is split into four broad sectors, covering the full range of physical and life sciences, arts, humanities, social sciences, education, professions, industry, business and public life. A: Life Sciences * A1: Biomedical and Cognitive Sciences * A2: Clinical Sciences * A3: Organismal and Environmental Biology * A4: Cell and Molecular Biology B: Physical, Engineering and In ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
London Mathematical Society
The London Mathematical Society (LMS) is one of the United Kingdom's learned societies for mathematics (the others being the Royal Statistical Society (RSS), the Institute of Mathematics and its Applications (IMA), the Edinburgh Mathematical Society and the Operational Research Society (ORS). History The Society was established on 16 January 1865, the first president being Augustus De Morgan. The earliest meetings were held in University College, but the Society soon moved into Burlington House, Piccadilly. The initial activities of the Society included talks and publication of a journal. The LMS was used as a model for the establishment of the American Mathematical Society in 1888. Mary Cartwright was the first woman to be President of the LMS (in 1961–62). The Society was granted a royal charter in 1965, a century after its foundation. In 1998 the Society moved from rooms in Burlington House into De Morgan House (named after the society's first president), at 57–5 ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Aberystwyth University
, mottoeng = A world without knowledge is no world at all , established = 1872 (as ''The University College of Wales'') , former_names = University of Wales, Aberystwyth , type = Public , endowment = £30.9 million (2021) , budget = £116.8 million (2020-21) , administrative_staff = , vice_chancellor = Elizabeth Treasure , chancellor = John, Lord Thomas of Cwmgiedd , students = () , undergrad = () , postgrad = () , city = Aberystwyth , state = , country = Wales , campus_type = Campus , campus_size = , colours = , affiliations = , website = , logo = Aberystwyth University logo.svg Aberystwyth University ( cy, Prifysgol Aberystwyth) is a public research university in Aberystwyth, Wales. Aberystwyth was a founding member institution of the former federal University of Wales. The univer ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
University Of Toulouse
The University of Toulouse (french: Université de Toulouse) was a university in the French city of Toulouse that was established by papal bull in 1229, making it one of the earliest universities to emerge in Europe. Suppressed during the French Revolution in 1793, it was re-founded in 1896 as part of the reorganization of higher education. It finally disappeared in 1969, giving birth to the three current Toulouse universities: the University Toulouse-I-Capitole, the University Toulouse-II-Jean-Jaurès and the University Toulouse-III-Paul-Sabatier. The current consortium of Universities and other institutions of higher education and research in the Toulouse area is also known as Université fédérale de Toulouse Midi-Pyrénées. The three Universities, along with other Toulouse schools, are participating in the reconstruction of a University of Toulouse – a joint structure of 107,000 students including 4,500 doctoral students, approximately 17,000 staff, 145 research labor ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Institute Of Mathematical Statistics
The Institute of Mathematical Statistics is an international professional and scholarly society devoted to the development, dissemination, and application of statistics and probability. The Institute currently has about 4,000 members in all parts of the world. Beginning in 2005, the institute started offering joint membership with the Bernoulli Society for Mathematical Statistics and Probability as well as with the International Statistical Institute. The Institute was founded in 1935 with Harry C. Carver and Henry L. Rietz as its two most important supporters. The institute publishes a variety of journals, and holds several international conference every year. Publications The Institute publishes five journals: *''Annals of Statistics'' *'' Annals of Applied Statistics'' *''Annals of Probability'' *''Annals of Applied Probability'' *'' Statistical Science'' In addition, it co-sponsors: * The ''Current Index to Statistics'' * ''Electronic Communications in Probability'' * ''Ele ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Pólya Prize (LMS)
The Pólya Prize is a prize in mathematics, awarded by the London Mathematical Society. Second only to the triennial De Morgan Medal in prestige among the society's awards, it is awarded in the years that are not divisible by three – those in which the De Morgan Medal is not awarded. First given in 1987, the prize is named after Hungarian mathematician George Pólya, who was a member of the society for over 60 years. The prize is awarded "in recognition of outstanding creativity in, imaginative exposition of, or distinguished contribution to, mathematics within the United Kingdom". It cannot be given to anyone who has previously received the De Morgan Medal. List of winners * 1987 John Horton Conway * 1988 C. T. C. Wall * 1990 Graeme B. Segal * 1991 Ian G. Macdonald * 1993 David Rees * 1994 David Williams * 1996 David Edmunds * 1997 John Hammersley * 1999 Simon Donaldson * 2000 Terence Lyons * 2002 Nigel Hitchin * 2003 Angus Macintyre * 2005 Michael Berry * 2006 Peter Swin ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Doctor Of Philosophy
A Doctor of Philosophy (PhD, Ph.D., or DPhil; Latin: or ') is the most common Academic degree, degree at the highest academic level awarded following a course of study. PhDs are awarded for programs across the whole breadth of academic fields. Because it is an earned research degree, those studying for a PhD are required to produce original research that expands the boundaries of knowledge, normally in the form of a Thesis, dissertation, and defend their work before a panel of other experts in the field. The completion of a PhD is often a requirement for employment as a university professor, researcher, or scientist in many fields. Individuals who have earned a Doctor of Philosophy degree may, in many jurisdictions, use the title ''Doctor (title), Doctor'' (often abbreviated "Dr" or "Dr.") with their name, although the proper etiquette associated with this usage may also be subject to the professional ethics of their own scholarly field, culture, or society. Those who teach at ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Bachelor Of Arts
Bachelor of arts (BA or AB; from the Latin ', ', or ') is a bachelor's degree awarded for an undergraduate program in the arts, or, in some cases, other disciplines. A Bachelor of Arts degree course is generally completed in three or four years, depending on the country and institution. * Degree attainment typically takes four years in Afghanistan, Armenia, Azerbaijan, Bangladesh, Brazil, Brunei, China, Egypt, Ghana, Greece, Georgia, Hong Kong, Indonesia, Iran, Iraq, Ireland, Japan, Kazakhstan, Kenya, Kuwait, Latvia, Lebanon, Lithuania, Mexico, Malaysia, Mongolia, Myanmar, Nepal, Netherlands, Nigeria, Pakistan, the Philippines, Qatar, Russia, Saudi Arabia, Scotland, Serbia, South Korea, Spain, Sri Lanka, Taiwan, Thailand, Turkey, Ukraine, the United States and Zambia. * Degree attainment typically takes three years in Albania, Australia, Bosnia and Herzegovina, the Caribbean, Iceland, India, Israel, Italy, New Zealand, Norway, South Africa, Switzerland, the Canadian province of ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Universal Approximation Theorem
In the mathematical theory of artificial neural networks, universal approximation theorems are results that establish the density of an algorithmically generated class of functions within a given function space of interest. Typically, these results concern the approximation capabilities of the feedforward architecture on the space of continuous functions between two Euclidean spaces, and the approximation is with respect to the compact convergence topology. However, there are also a variety of results between non-Euclidean spaces and other commonly used architectures and, more generally, algorithmically generated sets of functions, such as the convolutional neural network (CNN) architecture, radial basis-functions, or neural networks with specific properties. Most universal approximation theorems can be parsed into two classes. The first quantifies the approximation capabilities of neural networks with an arbitrary number of artificial neurons ("''arbitrary width''" case) and the ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Quantitative Finance
Mathematical finance, also known as quantitative finance and financial mathematics, is a field of applied mathematics, concerned with mathematical modeling of financial markets. In general, there exist two separate branches of finance that require advanced quantitative techniques: derivatives pricing on the one hand, and risk and portfolio management on the other. Mathematical finance overlaps heavily with the fields of computational finance and financial engineering Financial engineering is a multidisciplinary field involving financial theory, methods of engineering, tools of mathematics and the practice of programming. It has also been defined as the application of technical methods, especially from mathema .... The latter focuses on applications and modeling, often by help of stochastic asset models, while the former focuses, in addition to analysis, on building tools of implementation for the models. Also related is quantitative investing, which relies on statistical and nu ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Stochastic Differential Equations
A stochastic differential equation (SDE) is a differential equation in which one or more of the terms is a stochastic process, resulting in a solution which is also a stochastic process. SDEs are used to model various phenomena such as stock prices or physical systems subject to thermal fluctuations. Typically, SDEs contain a variable which represents random white noise calculated as the derivative of Brownian motion or the Wiener process. However, other types of random behaviour are possible, such as jump processes. Random differential equations are conjugate to stochastic differential equations. Background Stochastic differential equations originated in the theory of Brownian motion, in the work of Albert Einstein and Smoluchowski. These early examples were linear stochastic differential equations, also called 'Langevin' equations after French physicist Langevin, describing the motion of a harmonic oscillator subject to a random force. The mathematical theory of stochasti ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
