AMATH 431 Measure and Integration

Applied Mathematics (2009-2010)

General measures, measurability, Caratheodory Extension theorem and construction of measures, integration theory, convergence theorems, Lp-spaces, absolute continuity, differentiation of monotone functions, Radon-Nikodym theorem, product measures, Fubini's theorem, signed measures, Urysohn's lemma, Riesz Representation theorems for classical Banach spaces. [Offered: W]