Function spaces; Arzela-Ascoli theorem, Weierstrass approximation theorem, Fourier series. Introduction to Banach and Hilbert spaces; contraction mapping principle, fundamental existence and uniqueness theorem for ordinary differential equations. Lebesgue integral; convergence theorems, comparison with Riemann integral, L^p spaces. Applications to probability.
Function spaces; Arzela-Ascoli theorem, Weierstrass approximation theorem, Fourier series. Introduction to Banach and Hilbert spaces; contraction mapping principle, fundamental existence and uniqueness theorem for ordinary differential equations. Lebesgue integral; convergence theorems, comparison with Riemann integral, L^p spaces. Applications to probability.
