**Date & Time:** August 05-07, 2014, 11:30-12:30.

**Venue:** Room 216

**Title:** Brownian Process - IV, V, VI

**Speaker:** Krishna B. Athreya, Iowa State University

**Abstract:** Definition, existence, Donsker's theorem, reflection principle (via
strong Markov property) and level crossing lemma, three basic martingales
(linear, quadratic and exponential) in BM, general Brownian motion and the
Black-Scholes formula, Ito integral, Martingale problem, Boundary Crossing, past
and future of SBM given the present.