last update...09/07/2005
by John Nikas
Dimitsana Summer School
Stochastic Differential Geometry
and applications in finance
10-17 July 2005, Thermo, Aitoloakarnania, Greece
Sponsored by the National Bank of Greece
Under the auspices of University of Patras
Dimitsana Summer School Organizing Committee Scientific Committee General Information Application Form Invited Speakers List of Topics Bibliography Lectures Program Poster
Invited Speakers
Freddy Delbaen (ETH, Zürich)
David Elworthy (University of Warwick)
Michel Emery (Universitè de Strasbourg) - Second order stochastic differential geometry in probability theory
Damir Filipovic (LM-Universität Muenchen) - The Geometry of Interest Rate Models
Xue-Mei Li (Nottingham Trent University) - Techniques and Topics in Stochastic Differential Equations on Geometric Spaces
Marc Yor (Universitè Pierre et Marie Curie Paris) - Basic Facts about Brownian Motion, Stochastic Integration and Stochastic Differential Equations