Roan James
PhD Student in Mathematics
University of Rochester
I am a PhD student in the Department of Mathematics at the University of Rochester, supervised by Professor Arjun Krishnan. I expect to complete my PhD in May 2027 and am currently on the job market for postdoctoral, industry and teaching positions.
My research lies in stochastic analysis, with a particular focus on directed polymers in intermediate disorder and the stochastic heat equation.
Current Research
My thesis studies scaling limits of directed polymer models and their connections with stochastic partial differential equations.
Preprint: R. A. James and A. Krishnan, Directed Polymers in an External Field at Intermediate Disorder. In preparation; expected on arXiv in November 2026.
Undergraduate Education
I received an MMath in Mathematics from the University of Sheffield, graduating with First Class Honours. During my final year, I was awarded the T. M. Flett Prize for achieving the highest marks in Pure Mathematics.
Service
I am the president of the AMS Graduate Student Chapter at the University of Rochester. This semester, the chapter has held panel discussions on careers for mathematics graduate students and on the future of mathematics with AI.
Projects
PAM-Driven Volatility and Option Pricing
A computational notebook exploring a toy connection between the parabolic Anderson model (stochastic heat equation) and volatility modelling in option pricing.
Contact
Email: rjames15@ur.rochester.edu
Office: Hylan Building 1104
Department: Department of Mathematics, University of Rochester