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****Math 138/O’Neill**

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Syllabus**

Texts: Real Analysis, Modern Techniques and Their Applications, Gerald Folland

Additional handouts.

Last semester’s texts may still be useful though they are not required:

A concise Introduction to the Theory of Integration, Daniel W. Stroock.

Probability Theory: an analytic view, Daniel W. Stroock

Time: TTh 2:45-4:00

Room:

Instructor: M. O’Neill

Office:

Phone/e-mail: 607-8336/moneill@cmc.edu

Office Hours: Mon 1-2:30

Fri. 1-2:30

Exam Dates: The midterm will be toward the end of the semester.

Grading: (this is a guideline and I reserve the right to change the policy)

Homework: assigned but not collected.

2 take home Midterms: 50%

Final: 50%

You may consider assigned homework as a list of sample problems for the midterms.

If you don’t keep up with solving the homework problems, the midterms and final will be quite difficult.

There are two very practical goals for this year’s version of the two course sequence, Math 137 and Math 138.

The first is to prepare graduate students and undergraduates bound for grad school for their qualifier in analysis.

The second is to prepare all interested students in the course(s) to study from an advanced text on Stochastic processes such as Continuous Martingales and Brownian Motion, by Revuz and Yor or Brownian Motion and Stochastic Calculus by Karatzas and Shreve.

A third goal, more difficult to price, is to begin to reveal some of the fascinating connections between probability and analysis and the respective developments of the two subjects.