Fall 2012
Math 4010 / 5010 - Introduction to Metamathematics / Mathematical Logic and Set Theory I
Instructor: Dr. John Krueger (jkrueger@unt.edu)
Lectures: Monday, Wednesday, Friday; 10:00 -10:50 AM; LANG 318
Course objective: This course is an introduction to mathematical logic for junior or senior level undergraduate students or graduate students who are interested in abstract mathematics, algebra discrete math or theoretical computer science. We will study first-order logic, which is a formal language in mathematical theories can be expressed, together with axioms of deduction which captures the essence of mathematical proofs. Then we study the model theory of first-order logic, which provides a way of describing how mathematical structures can be used to interpret a formal language.
After developing the basic theory of computability, we are led to the fascinating incompleteness theorems, which set inherent limitations on what can be done in mathematics. Any theory strong enough to develop elementary number theory contains statements which can neither be proven nor disproven. And it is impossible to prove in mathematics that mathematics itself is a consistent theory. COURSE FLIER
Math 6810 - Probability
Instructor: Dr. Pieter Allaart (Pieter.Allaart@unt.edu)
Lectures: Monday, Wednesday, Friday; 11:00 -11:50 AM; GAB 201
Degree plan information: This course fulfills the analysis breadth requirement.
Prerequisite: None for the first semester, but measure theory (Math 5320) is required for the second semester. Some prior knowledge of probability will be helpful. Students interested in this course who have not taken a class at the level of Math 4610/5810 are encouraged to meet with Dr. Allaart before the summer.
Textbooks: TBD
Course objective: The goal of this two-semester sequence is primarily to develop the mathematical machinery needed to study mathematical finance. However, as an old proverb goes, the journey is more important than the destination! This means that we will not rush to get to the finance part as soon as possible, but we will take ample time to attend to the mathematical details. After a brief review of basic probability (1-2 weeks, as needed), we will examine the mother of all stochastic processes: Brownian motion, and discover some of its remarkable properties. This will be followed by the more general notions of martingales and Markov processes. After that, we will have all the necessary tools to introduce the stochastic integral, which leads to a whole new kind of calculus. This is, in a nutshell, the synopsis of the first semester. In the second semester we will look at applications of stochastic calculus, particularly in finance. That requires the introduction of two major mathematical results: the martingale representation theorem and the Girsanov change-of-measure theorem.
Grading: There will be no homework or exams. Your grade will be based on two substantial in-class presentations (30-50 minutes each).
Spring 2012
View the University Course Descriptions