L. C. G. Rogers

14.3k total citations · 4 hit papers
131 papers, 8.1k citations indexed

About

L. C. G. Rogers is a scholar working on Finance, Economics and Econometrics and Mathematical Physics. According to data from OpenAlex, L. C. G. Rogers has authored 131 papers receiving a total of 8.1k indexed citations (citations by other indexed papers that have themselves been cited), including 82 papers in Finance, 41 papers in Economics and Econometrics and 25 papers in Mathematical Physics. Recurrent topics in L. C. G. Rogers's work include Stochastic processes and financial applications (70 papers), Financial Risk and Volatility Modeling (25 papers) and Economic theories and models (25 papers). L. C. G. Rogers is often cited by papers focused on Stochastic processes and financial applications (70 papers), Financial Risk and Volatility Modeling (25 papers) and Economic theories and models (25 papers). L. C. G. Rogers collaborates with scholars based in United Kingdom, United States and Germany. L. C. G. Rogers's co-authors include David Williams, Stephen Satchell, Zhan Shi, Luitgard Anna Maria Veraart, David Hobson, Jim Pitman, Torgny Lindvall, Umut Çeti̇n, James R. Norris and Philip H. Dybvig and has published in prestigious journals such as Journal of the American Statistical Association, Management Science and Review of Financial Studies.

In The Last Decade

L. C. G. Rogers

126 papers receiving 7.5k citations

Hit Papers

align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

PROBABILITY: THEORY AND EXAMPLES

1992 1.0k citations L. C. G. Rogers profile →
Stochastic differential equations and diffusion processes

1982 942 citations L. C. G. Rogers profile →
Diffusions, Markov Processes and Martingales

2000 576 citations L. C. G. Rogers, David Williams Cambridge University Press eBooks profile →
Diffusions, Markov processes, and martingales Volume 1: Foundations

2000 541 citations L. C. G. Rogers, David Williams profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
L. C. G. Rogers United Kingdom	37	4.9k	2.1k	1.8k	1.2k	1.1k	131	8.1k
Albert N. Shiryaev Russia	35	6.2k 1.3×	2.3k 1.1×	1.9k 1.1×	1.8k 1.5×	1.8k 1.6×	159	10.1k
Jean Jacod France	40	5.9k 1.2×	2.4k 1.2×	1.3k 0.7×	1.2k 1.0×	1.4k 1.2×	98	7.9k
Philip Protter United States	34	5.8k 1.2×	2.2k 1.1×	996 0.5×	1.2k 1.0×	664 0.6×	116	7.3k
Marc Yor France	40	7.1k 1.4×	2.0k 1.0×	3.7k 2.0×	1.2k 1.0×	1.8k 1.6×	174	10.7k
Bernt Øksendal Norway	43	5.6k 1.1×	2.4k 1.2×	1.2k 0.6×	1.4k 1.2×	629 0.6×	151	10.7k
Sidney I. Resnick United States	44	5.3k 1.1×	2.0k 0.9×	2.0k 1.1×	2.6k 2.2×	2.8k 2.5×	192	9.5k
René Carmona United States	40	2.7k 0.5×	1.3k 0.6×	1.4k 0.7×	502 0.4×	457 0.4×	106	5.4k
Thomas Mikosch Denmark	37	5.5k 1.1×	3.0k 1.4×	1.4k 0.8×	2.5k 2.1×	2.4k 2.2×	142	9.5k
Étienne Pardoux France	38	4.9k 1.0×	694 0.3×	1.3k 0.7×	753 0.6×	458 0.4×	138	6.5k
Steven E. Shreve United States	34	7.4k 1.5×	4.3k 2.0×	660 0.4×	2.4k 2.0×	504 0.5×	74	10.1k

Countries citing papers authored by L. C. G. Rogers

Since Specialization

Citations

This map shows the geographic impact of L. C. G. Rogers's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by L. C. G. Rogers with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites L. C. G. Rogers more than expected).

Fields of papers citing papers by L. C. G. Rogers

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by L. C. G. Rogers. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by L. C. G. Rogers. The network helps show where L. C. G. Rogers may publish in the future.

Co-authorship network of co-authors of L. C. G. Rogers

This figure shows the co-authorship network connecting the top 25 collaborators of L. C. G. Rogers. A scholar is included among the top collaborators of L. C. G. Rogers based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with L. C. G. Rogers. L. C. G. Rogers is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

1.

Leobacher, Gunther, et al.. (2021). Finance and Stochastics volume / Change of drift in one-dimensional diffusions. University Library Linz repository (Johannes Kepler Universitat Linz). 3 indexed citations

2.

Rogers, L. C. G., et al.. (2014). Trading to Stops. SIAM Journal on Financial Mathematics. 5(1). 753–781. 7 indexed citations

3.

Rogers, L. C. G., et al.. (2014). Estimate nothing. Quantitative Finance. 14(12). 2065–2072. 6 indexed citations

4.

Brown, A. A. & L. C. G. Rogers. (2012). Diverse beliefs. Stochastics. 84(5-6). 683–703. 3 indexed citations

5.

Nishide, Katsumasa & L. C. G. Rogers. (2011). Optimal Time to Exchange Two Baskets. Journal of Applied Probability. 48(1). 21–30. 1 indexed citations

6.

Nishide, Katsumasa & L. C. G. Rogers. (2011). Optimal Time to Exchange Two Baskets. Journal of Applied Probability. 48(1). 21–30. 5 indexed citations

7.

Rogers, L. C. G. & Liang Zhang. (2011). An asset return model capturing stylized facts. Mathematics and Financial Economics. 5(2). 101–119. 7 indexed citations

8.

Rogers, L. C. G. & Luitgard Anna Maria Veraart. (2011). Failure and Rescue in an Interbank Network. SSRN Electronic Journal. 31 indexed citations

9.

Rogers, L. C. G., et al.. (2009). A DYNAMIC APPROACH TO THE MODELING OF CORRELATION CREDIT DERIVATIVES USING MARKOV CHAINS. International Journal of Theoretical and Applied Finance. 12(1). 45–62. 24 indexed citations

10.

Rogers, L. C. G. & Luitgard Anna Maria Veraart. (2008). A Stochastic Volatility Alternative to SABR. Journal of Applied Probability. 45(4). 1071–1085. 9 indexed citations

11.

Rogers, L. C. G., et al.. (2000). Utility maximisation with time-lagged trading. 17(3). 88–100. 3 indexed citations

12.

Rogers, L. C. G. & David Williams. (2000). Diffusions, markov processes and martingales Volume 2: Itô Calculus. 100 indexed citations

13.

Rogers, L. C. G., L. C. G. Rogers, Guy Barles, et al.. (1997). Numerical Methods in Finance. Cambridge University Press eBooks. 125 indexed citations

14.

Rogers, L. C. G.. (1994). Fluid Models in Queueing Theory and Wiener-Hopf Factorization of Markov Chains. The Annals of Applied Probability. 4(2). 184 indexed citations

15.

Rogers, L. C. G.. (1993). The joint law of the maximum and terminal value of a martingale. Probability Theory and Related Fields. 95(4). 451–466. 23 indexed citations

16.

Bruss, F. Thomas & L. C. G. Rogers. (1991). Embedding optimal selection problems in a Poisson process. Stochastic Processes and their Applications. 38(2). 267–278. 21 indexed citations

17.

Rogers, L. C. G.. (1990). The two-sided exit problem for spectrally positive Lévy processes. Advances in Applied Probability. 22(2). 486–487. 3 indexed citations

18.

Norris, James R., L. C. G. Rogers, & David Williams. (1986). Brownian motions of ellipsoids. Transactions of the American Mathematical Society. 294(2). 757–765. 31 indexed citations

19.

Norris, James R., L. C. G. Rogers, & David Williams. (1986). Brownian Motions of Ellipsoids. Transactions of the American Mathematical Society. 294(2). 757–757. 4 indexed citations

20.

Rogers, L. C. G.. (1984). A new identity for real Lévy processes. French digital mathematics library (Numdam). 20(1). 21–34. 22 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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