MA 450

This course provides a rigorous introduction to the theory of measure and integration, starting with sigma-algebras, set functions, and measure spaces, before advancing to outer measures and measurable sets. Students explore the construction of the Lebesgue and Lebesgue-Stieltjes integrals, along with concepts such as convergence in measure and change of measure. Applications in probability theory, mathematical finance, and other related fields may be explored. <br> <br><font color="crimson">