37438 Modern Analysis with Applications6cp; 4hpw
Requisite(s): (35232 Advanced Calculus OR 37234 Advanced Calculus) AND (35212 Computational Linear Algebra OR 37233 Linear Algebra)
These requisites may not apply to students in certain courses.
There are course requisites for this subject. See access conditions.
Anti-requisite(s): 35322 Advanced Analysis
This subject introduces some of the most important and powerful mathematical tools developed over the last one hundred years. 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. 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.
Autumn session, City campus
Detailed subject description.