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

• Brownian motions and Stochastic Equations on Manifolds

• Interest Rate Curves and Stochastic Movements on Manifolds

• Harmonic Functions, Brownian motion and Hyperbolic Metric Spaces

• Riemannian Brownian motion, Connections, Stochastic Flows

• Martingale Fields, Isotropic Brownian Flows, Sobolev Flows