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Chris Rogers (mathematician)

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Name
  
Chris Rogers

Education
  
University of Cambridge

Role
  
Mathematician

Doctoral advisor
  
David Williams

Chris Rogers (mathematician) httpswwwdpmmscamacukpeoplelcgr1prjpg
Born
  
April 29, 1954 (age 69) Lower Hutt, New Zealand (
1954-04-29
)

Institutions
  
Warwick University University College of Swansea University of Cambridge Queen Mary and Westfield College University of Bath

Alma mater
  
University of Cambridge

Thesis
  
Topics in the Theory of Markov Processes (1980)

Awards
  
Rollo Davidson Prize, Mayhew Prize

Leonard Christopher Gordon "Chris" Rogers is a mathematician working in probability theory and quantitative finance. He is the Professor of Statistical Science in the Statistical Laboratory, University of Cambridge.

Rogers' specialist fields include stochastic analysis and applications to quantitative finance. With David Williams he has written two influential textbooks on diffusion processes.

He was awarded the Mayhew Prize of Cambridge University in 1976, and the Rollo Davidson Prize in 1984. He was elected an Honorary Fellow of the Institute of Actuaries in 2003.

Rogers was an undergraduate at St John's College, Cambridge, where he graduated in 1975 and completed his PhD in 1980. He has held positions at several UK universities, including Warwick University (1980–1983), University College of Swansea (1983–1985), Cambridge University (1985–1991), Queen Mary and Westfield College (1991–1994), and the University of Bath (1994–2002). He was elected to the Cambridge Professorship of Statistical Science in 2002.

Selected publications

  • Rogers, L. C. G.; Williams, D. (1979). "Diffusions, Markov Processes and Martingales, Foundations". Cambridge University Press. 
  • Rogers, L. C. G.; Williams, D. (1987). "Diffusions, Markov Processes and Martingales, Ito Calculus". Cambridge University Press. 
  • References

    Chris Rogers (mathematician) Wikipedia