Objectives
Advanced mathematics for mathematical enginneering with a focus on measure theory, probability theory. This course is a pre-requisit for stochastic processes, machine learning, mathematical finance or biomathematics. The remaining of the course concerns the bases of functional analysis and a glimpse of partial differential equations.
Palabras clave
measure theory, integrals, topology, functional analysis, probability theory, partial differential equations
Programme
- Measure theory, integrals, probability theory
- Topology, functional analysis, introduction to partial differential equations
Learning Outcomes
- understanding and proof mastering of analysis and probability
- using an appropriate tehoretical framework when dealing with complex problems
- giving examples and counter-examples to illustraite theoretical mathematical notions
Assesment
Final mark = 75% Knowledge + 25% Know-how Knowledge mark = 100% final exam Know-how mark = 100% continuous assessment