Chris Rogers (mathematician)

Leonard Christopher Gordon "Chris" Rogers is a mathematician working in probability theory and quantitative finance.^[1][2] 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.^[3] 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.^[4]

Rogers was an undergraduate at St John's College, Cambridge, where he graduated in 1975 and completed his PhD in 1980.^[5] 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.^[1]

References

1. ^ ^{a b} Who's Who 
2. ^ "Chris Rogers' homepage at Cambridge University". http://www.statslab.cam.ac.uk/~chris/. 
3. ^ "Chris Rogers' publications on Google Scholar". http://scholar.google.com/scholar?hl=en&lr=&q=LCG+Rogers. 
4. ^ "Honorary Fellows, Institute of Actuaries". http://www.actuaries.org.uk/careers/qualifications/fellowship/honorary_fellows. 
5. ^ Chris Rogers (mathematician) at the Mathematics Genealogy Project.

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, Itô Calculus. Cambridge University Press 

Persondata
Name	Rogers, Leonard Christopher Gordon
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