Calculus A Rigorous First Course

Designed for undergraduate mathematics majors, this rigorous and rewarding treatment covers the usual topics of first-year calculus: limits, derivatives, integrals, and infinite series. Author Daniel J. Velleman focuses on calculus as a tool for problem solving rather than the subject's theoretical foundations. Stressing a fundamental understanding of the concepts of calculus instead of memorized procedures, this volume teaches problem solving by reasoning, not just calculation. The goal of the text is an understanding of calculus that is deep enough to allow the student to not only find answers to problems, but also achieve certainty of the answers' correctness. No background in calculus is necessary. Prerequisites include proficiency in basic algebra and trigonometry, and a concise review of both areas provides sufficient background. Extensive problem material appears throughout the text and includes selected answers. Complete solutions are available to instructors.

Calculus Deconstructed is a thorough and mathematically rigorous exposition of single-variable calculus for readers with some previous exposure to calculus techniques but not to methods of proof. This book is appropriate for a beginning Honors Calculus course assuming high school calculus or a "bridge course" using basic analysis to motivate and illustrate mathematical rigor. It can serve as a combination textbook and reference book for individual self-study. Standard topics and techniques in single-variable calculus are presented in context of a coherent logical structure, building on familiar properties of real numbers and teaching methods of proof by example along the way. Numerous examples reinforce both practical and theoretical understanding, and extensive historical notes explore the arguments of the originators of the subject. No previous experience with mathematical proof is assumed: rhetorical strategies and techniques of proof (reductio ad absurdum, induction, contrapositives, etc.) are introduced by example along the way. Between the text and exercises, proofs are available for all the basic results of calculus for functions of one real variable.

An authorised reissue of the long out of print classic textbook, Advanced Calculus by the late Dr Lynn Loomis and Dr Shlomo Sternberg both of Harvard University has been a revered but hard to find textbook for the advanced calculus course for decades. This book is based on an honors course in advanced calculus that the authors gave in the 1960's. The foundational material, presented in the unstarred sections of Chapters 1 through 11, was normally covered, but different applications of this basic material were stressed from year to year, and the book therefore contains more material than was covered in any one year. It can accordingly be used (with omissions) as a text for a year's course in advanced calculus, or as a text for a three-semester introduction to analysis. The prerequisites are a good grounding in the calculus of one variable from a mathematically rigorous point of view, together with some acquaintance with linear algebra. The reader should be familiar with limit and continuity type arguments and have a certain amount of mathematical sophistication. As possible introductory texts, we mention Differential and Integral Calculus by R Courant, Calculus by T Apostol, Calculus by M Spivak, and Pure Mathematics by G Hardy. The reader should also have some experience with partial derivatives. In overall plan the book divides roughly into a first half which develops the calculus (principally the differential calculus) in the setting of normed vector spaces, and a second half which deals with the calculus of differentiable manifolds.

This fifth edition of Lang's book covers all the topics traditionally taught in the first-year calculus sequence. Divided into five parts, each section of A FIRST COURSE IN CALCULUS contains examples and applications relating to the topic covered. In addition, the rear of the book contains detailed solutions to a large number of the exercises, allowing them to be used as worked-out examples -- one of the main improvements over previous editions.

This concise text clearly presents the material needed for year-long analysis courses for advanced undergraduates or beginning graduates.

A First Course in Stochastic Calculus is a complete guide for advanced undergraduate students to take the next step in exploring probability theory and for master's students in mathematical finance who would like to build an intuitive and theoretical understanding of stochastic processes. This book is also an essential tool for finance professionals who wish to sharpen their knowledge and intuition about stochastic calculus. Louis-Pierre Arguin offers an exceptionally clear introduction to Brownian motion and to random processes governed by the principles of stochastic calculus. The beauty and power of the subject are made accessible to readers with a basic knowledge of probability, linear algebra, and multivariable calculus. This is achieved by emphasizing numerical experiments using elementary Python coding to build intuition and adhering to a rigorous geometric point of view on the space of random variables. This unique approach is used to elucidate the properties of Gaussian processes, martingales, and diffusions. One of the book's highlights is a detailed and self-contained account of stochastic calculus applications to option pricing in finance. Louis-Pierre Arguin's masterly introduction to stochastic calculus seduces the reader with its quietly conversational style; even rigorous proofs seem natural and easy. Full of insights and intuition, reinforced with many examples, numerical projects, and exercises, this book by a prize-winning mathematician and great teacher fully lives up to the author's reputation. I give it my strongest possible recommendation. —Jim Gatheral, Baruch College I happen to be of a different persuasion, about how stochastic processes should be taught to undergraduate and MA students. But I have long been thinking to go against my own grain at some point and try to teach the subject at this level—together with its applications to finance—in one semester. Louis-Pierre Arguin's excellent and artfully designed text will give me the ideal vehicle to do so. —Ioannis Karatzas, Columbia University, New York

Application-oriented introduction relates the subject as closely as possible to science with explorations of the derivative; differentiation and integration of the powers of x; theorems on differentiation, antidifferentiation; the chain rule; trigonometric functions; more. Examples. 1967 edition.

This text examines the reinterpretation of calculus by Augustin-Louis Cauchy and his peers in the 19th century. These intellectuals created a collection of well-defined theorems about limits, continuity, series, derivatives, and integrals. 1981 edition.