Simply write \greekletter for lower case and \Greekletter for upper case.

Here's a list of all known greek letters (Note: not all upper case greek letters are known):

Lower Case Greek Letters:

Command	Filter Expression	Result
\alpha	$$\alpha$$	$\alpha$
\beta	$$\beta$$	$\beta$
\gamma	$$\gamma$$	$\gamma$
\delta	$$\delta$$	$\delta$
\epsilon	$$\epsilon$$	$\epsilon$
\varepsilon	$$\varepsilon$$	$\varepsilon$
\zeta	$$\zeta$$	$\zeta$
\eta	$$\eta$$	$\eta$
\theta	$$\theta$$	$\theta$
\vartheta	$$\vartheta$$	$\vartheta$
\iota	$$\iota$$	$\iota$
\kappa	$$\kappa$$	$\kappa$
\lambda	$$\lambda$$	$\lambda$
\mu	$$\mu$$	$\mu$
\nu	$$\nu$$	$\nu$
\xi	$$\xi$$	$\xi$
o  (!)	$$o$$	$o$
\pi	$$\pi$$	$\pi$
\varpi	$$\varpi$$	$\varpi$
\rho	$$\rho$$	$\rho$
\varrho	$$\varrho$$	$\varrho$
\sigma	$$\sigma$$	$\sigma$
\varsigma	$$\varsima$$	$\varsigma$
\tau	$$\tau$$	$\tau$
\upsilon	$$\upsilon$$	$\upsilon$
\phi	$$\phi$$	$\phi$
\varphi	$$\varphi$$	$\varphi$
\chi	$$\chi$$	$\chi$
\psi	$$\psi$$	$\psi$
\omega	$$\omega$$	$\omega$

Upper Case Greek Letters:

Command	Filter Expression	Result
\Gamma	$$\Gamma$$	$\Gamma$
\Delta	$$\Delta$$	$\Delta$
\Theta	$$\Theta$$	$\Theta$
\Lambda	$$\Lambda$$	$\Lambda$
\Xi	$$\Xi$$	$\Xi$
\Pi	$$\Pi$$	$\Pi$
\Sigma	$$\Sigma$$	$\Sigma$
\Upsilon	$$\Upsilon$$	$\Upsilon$
\Phi	$$\Phi$$	$\Phi$
\Psi	$$\Psi$$	$\Psi$
\Omega	$$\Omega$$	$\Omega$