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.
My research lies in stochastic analysis, with a particular focus on directed polymers in intermediate disorder and the stochastic heat equation.
You can find my CV here: CV
You can also find an academic CV here: Academic-CV
Current Research
My thesis studies scaling limits of directed polymer models and their connections with stochastic partial differential equations.
Undergraduate Education
I received a 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 in recognition of achieving the highest marks in Pure Mathematics.
Degree Certificate T. M. Flett Prize
I am the current AMS Chapter president for the maths graduate student group at the University Of Rochester. I run the Graduate student seminars; you will soon be able to find the fall 2026 timetable here : GSS-2026
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.
Email: Rjames15 at ur.rochester.edu
Office: Hylan Building 1104
Department: Department of Mathematics, University of Rochester