Courses
MATH 531
Lebesgue measure and Lebesgue integration on Rn, general measure and integration, decomposition of measures, Radon-Nikodym theorem, extension of measures, Fubini's theorem.
MATH 534
Runge's theorem, analytic continuation, Riemann surfaces, harmonic functions, entire functions, the range of an analytic function.
MATH 537
Existence and uniqueness of solutions of abstract evolutionary equations. Global non-existence and blow up theorems. Applications to the study of the solvability and asymptotic behavior of solutions of initial boundary-value problems for reaction diffusion equations, Navier-Stokes equations, nonlinear Klein-Gordon equations and nonlinear Schrödinger equations.
MATH 544
Stochastic processes, stopping times, Doob-Meyer decomposition, Doob's martingale convergence theorem, characterization of square integrable martingales, Radon-Nikodym theorem, Brownian motion, reflection principle, law of iterated logarithms.
MATH 551
MATH 533
Review of the complex number system and the topology of C, elementary properties and examples of analytic functions, complex integration, singularities, maximum modulus theorem, compactness and convergence in the space of analytic functions.
MATH 536
Review of linear operators in Banach spaces and Hilbert spaces; Riesz ·Schauder theory; fixed point theprems of Banach and Schauder; semigroups of linear operators; Sobolev spaces and basic embedding theorems; boundary - value problems for elliptic equations; eigenvalues and eigenvectors of second order elliptic operators; initial boundary-value problems for parabolic and hyperbolic equations.
MATH 541
An introduction to measure theory, Kolmogorov axioms, independence, random variables, product measures and joint probability, distribution laws, expectation, modes of convergence for sequences of random variables, moments of a random variable, generating functions, characteristic functions, distribution laws, conditional expectations, strong and weak law of large numbers, convergence theorems for probability measures, central limit theorems.
MATH 550
MATH 553
MATH 532
Normed and Banach spaces, Lp-spaces and duals, Hahn-Banach theorem, Baire category and uniform boundedness theorems, strong, weak and weak*-convergence, open mapping theorem, closed graph theorem.
MATH 535
Topological vector spaces, locally convex spaces, weak and weak* topologies, duality, Alaoglu's theorem, Krein-Milman theorem and applications, Schauder fixed point theorem, Krein-Shmulian theorem, Eberlein-Shmulian theorem, linear operators on Banach spaces.
MATH 538
Differentiable manifolds; differentiable forms; integration on manifolds; de Rhamm cohomology; connections and curvature
MATH 545
From random walk to Brownian motion, quadratic variation and volatility, stochastic integrals, martingale property, Ito formula, geometric Brownian motion, solution of Black-Scholes equation, stochastic differentialequations, Feynman-Kac theorem, Cox-Ingersoll-Ross and Vasicek term structure models, Girsanov's theorem and risk neutral measures, Heath-Jarrow-Morton term structure model, exchange-rate instruments.