Leonard Christopher Gordon Rogers (born 29 April 1954) is a mathematician working in

probability theory Probability theory or probability calculus is the branch of mathematics concerned with probability. Although there are several different probability interpretations, probability theory treats the concept in a rigorous mathematical manner by expre ...

and

quantitative finance Mathematical finance, also known as quantitative finance and financial mathematics, is a field of applied mathematics, concerned with mathematical modeling in the financial field. In general, there exist two separate branches of finance that requ ...

. He is Emeritus Professor of Statistical Science in the

Statistical Laboratory, University of Cambridge Statistics (from German: ', "description of a state, a country") is the discipline that concerns the collection, organization, analysis, interpretation, and presentation of data. In applying statistics to a scientific, industrial, or social ...

. Rogers' specialist fields include

stochastic analysis Stochastic calculus is a branch of mathematics that operates on stochastic processes. It allows a consistent theory of integration to be defined for integrals of stochastic processes with respect to stochastic processes. This field was created an ...

and applications to

. With David Williams he has written two influential textbooks on

diffusion processes Molecular diffusion is the motion of atoms, molecules, or other particles of a gas or liquid at temperatures above absolute zero. The rate of this movement is a function of temperature, viscosity of the fluid, size and density (or their product, ...

. He was awarded the

Mayhew Prize The Mayhew Prize is a prize awarded annually by the Faculty of Mathematics, University of Cambridge to the student showing the greatest distinction in applied mathematics, primarily for courses offered by DAMTP, but also for some courses offered b ...

Cambridge University The University of Cambridge is a Public university, public collegiate university, collegiate research university in Cambridge, England. Founded in 1209, the University of Cambridge is the List of oldest universities in continuous operation, wo ...

in 1976, and the

Rollo Davidson Prize The Rollo Davidson Prize is a prize awarded annually to early-career probabilists by the Rollo Davidson trustees. It is named after English mathematician Rollo Davidson (1944–1970). Rollo Davidson Trust In 1970, Rollo Davidson, a Fellow-e ...

in 1984. He was elected an Honorary Fellow of the

Institute of Actuaries The Institute of Actuaries was one of the two professional bodies which represented actuaries in the United Kingdom. The institute was based in England, while the other body, the Faculty of Actuaries, was based in Scotland. While the Institute a ...

in 2003. Rogers was an undergraduate at

St John's College, Cambridge St John's College, formally the College of St John the Evangelist in the University of Cambridge, is a Colleges of the University of Cambridge, constituent college of the University of Cambridge, founded by the House of Tudor, Tudor matriarch L ...

, where he graduated in 1975 and completed his PhD in 1980. He has held positions at several UK universities, including

Warwick University The University of Warwick ( ; abbreviated as ''Warw.'' in post-nominal letters) is a public research university on the outskirts of Coventry between the West Midlands and Warwickshire, England. The university was founded in 1965 as part of a ...

(1980–1983), University College of Swansea (1983–1985),

(1985–1991),

Queen Mary and Westfield College Queen Mary University of London (QMUL, or informally QM, and formerly Queen Mary and Westfield College) is a public research university in Mile End, East London, England. It is a member institution of the federal University of London. Today, ...

(1991–1994), and the

University of Bath The University of Bath is a public research university in Bath, England. Bath received its royal charter in 1966 as Bath University of Technology, along with a number of other institutions following the Robbins Report. Like the University ...

(1994–2002). He was elected to the Cambridge Professorship of Statistical Science in 2002.

Selected publications

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References

20th-century English mathematicians 21st-century English mathematicians Living people Alumni of St John's College, Cambridge Cambridge mathematicians Probability theorists 1954 births Academics of the University of Warwick Academics of Swansea University Academics of Queen Mary University of London Academics of the University of Bath Professors of the University of Cambridge {{UK-mathematician-stub