University of Technology Sydney

35004 Mathematical Analysis and Applications

8cp; 3hpw on-campus
There are course requisites for this subject. See access conditions.


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

Detailed subject description.

Access conditions

Note: The requisite information presented in this subject description covers only academic requisites. Full details of all enforced rules, covering both academic and admission requisites, are available at access conditions and My Student Admin.