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

probability theory Probability theory 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 expressing it through a set o ...

and

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 ...

. He is Emeritus Professor of Statistical Science in the

Statistical Laboratory, University of Cambridge The Faculty of Mathematics at the University of Cambridge comprises the Department of Pure Mathematics and Mathematical Statistics (DPMMS) and the Department of Applied Mathematics and Theoretical Physics (DAMTP). It is housed in the Centre for ...

. 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, often simply called diffusion, is the thermal motion of all (liquid or gas) particles at temperatures above absolute zero. The rate of this movement is a function of temperature, viscosity of the fluid and the size (mass) of ...

. 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 , mottoeng = Literal: From here, light and sacred draughts. Non literal: From this place, we gain enlightenment and precious knowledge. , established = , other_name = The Chancellor, Masters and Schola ...

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-elec ...

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 and ...

in 2003. Rogers was an undergraduate at

St John's College, Cambridge St John's College is a Colleges of the University of Cambridge, constituent college of the University of Cambridge founded by the House of Tudor, Tudor matriarch Lady Margaret Beaufort. In constitutional terms, the college is a charitable corpo ...

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

Warwick University , mottoeng = Mind moves matter , established = , type = Public research university , endowment = £7.0 million (2021) , budget = £698.2 million (2020� ...

(1980–1983),

University College of Swansea , former_names=University College of Swansea, University of Wales Swansea , motto= cy, Gweddw crefft heb ei dawn , mottoeng="Technical skill is bereft without culture" , established=1920 – University College of Swansea 1996 – University of Wa ...

(1983–1985),

(1985–1991),

Queen Mary and Westfield College , mottoeng = With united powers , established = 1785 – The London Hospital Medical College1843 – St Bartholomew's Hospital Medical College1882 – Westfield College1887 – East London College/Queen Mary College , type = Public researc ...

(1991–1994), and the

University of Bath (Virgil, Georgics II) , mottoeng = Learn the culture proper to each after its kind , established = 1886 (Merchant Venturers Technical College) 1960 (Bristol College of Science and Technology) 1966 (Bath University of Technology) 1971 (univ ...

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

Selected publications

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