35004 Mathematical Analysis and Applications

Description

This subject introduces some of the most important and powerful mathematical tools developed over the last one hundred years. Topics include measure spaces; Lebesgue measure; borel sets and sigma algebra; Lebesgue integrals; product measures; probability as a measure; metric spaces; normed linear spaces; Banach spaces; Hilbert spaces; Lp spaces; applications to problems in probability and Fourier series. These are essential for the modern theory of probability and stochastic processes that underpin the pricing of derivative securities traded in international financial markets as well as the mathematical foundations of quantum physics.

Typical availability

Autumn session, City campus