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词条 Chris Rogers (mathematician)
释义

  1. References

  2. Selected publications

{{Use dmy dates|date=May 2017}}{{Use British English|date=May 2017}}{{Infobox scientist
| name = Chris Rogers
| image = Chris Rogers (matematico).jpg
| birth_date = {{birth date and age|df=yes|1954|04|29}}[1]
| birth_place = Lower Hutt, New Zealand[1]
| workplaces = Warwick University
University College of Swansea
University of Cambridge
Queen Mary and Westfield College
University of Bath
| alma_mater = University of Cambridge
| doctoral_advisor = David Williams[3]
| thesis_title = Topics in the Theory of Markov Processes
| thesis_year = 1980
}}

Leonard Christopher Gordon "Chris" Rogers is a mathematician working in probability theory and quantitative finance.[2][3] He is Emeritus Professor of Statistical Science in the Statistical Laboratory, University of Cambridge.

Rogers' specialist fields include stochastic analysis and applications to quantitative finance.[4] 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.[5]

Rogers was an undergraduate at St John's College, Cambridge, where he graduated in 1975 and completed his PhD in 1980.[6] 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.[2]

References

1. ^{{cite web|url=http://dynkincollection.library.cornell.edu/biographies/903|title=Leonard ("Chris") Christopher Gordon Rogers|publisher=Cornell University Library, Eugene B. Eynkin Collection of Mathematica Interviews|accessdate=27 February 2012}}
2. ^{{Cite journal | title =Who's Who | postscript =}}
3. ^{{cite web | title=Chris Rogers' homepage at Cambridge University | url=http://www.statslab.cam.ac.uk/~chris/ }}
4. ^{{cite web | title = Chris Rogers' publications on Google Scholar | url = https://scholar.google.com/scholar?hl=en&lr=&q=LCG+Rogers}}
5. ^{{cite web | title=Honorary Fellows, Institute of Actuaries | url=http://www.actuaries.org.uk/careers/qualifications/fellowship/honorary_fellows | archive-url=https://archive.is/20120722172359/http://www.actuaries.org.uk/careers/qualifications/fellowship/honorary_fellows | dead-url=yes | archive-date=2012-07-22 }}
6. ^{{MathGenealogy|id=79316}}

Selected publications

  • {{Cite journal | title=Diffusions, Markov Processes and Martingales, Foundations | first1=L. C. G. | last1=Rogers | first2= D. | last2=Williams | authorlink2=David Williams (mathematician) | year=1979 | publisher=Cambridge University Press | postscript=}}
  • {{Cite journal | title=Diffusions, Markov Processes and Martingales, Itô Calculus | first1=L. C. G. | last1=Rogers | first2= D. | last2=Williams | authorlink2=David Williams (mathematician) | year=1987 | publisher=Cambridge University Press | postscript=}}
{{Authority control}}{{DEFAULTSORT:Rogers, Chris}}{{UK-mathematician-stub}}

11 : 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

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