Mathematical Methods for Economic Theory: a tutorial
by Martin J. Osborne
Publisher: University of Toronto 2007
Number of pages: 301
This tutorial covers the basic mathematical tools used in economic theory. Knowledge of elementary calculus is assumed; some of the prerequisite material is reviewed in the first section. The main topics are multivariate calculus, concavity and convexity, optimization theory, differential equations, and difference equations. The emphasis throughout is on techniques rather than abstract theory.
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by L. Schwartz - Tata Institute of Fundamental Research
These Notes cover I) disintegration of a measure with respect to a single sigma-algebra, and in part II, measure valued supermartingales and regular disintegration of a measure with respect to an increasing right continuous family of sigma-algebras.
by Vasily Nekrasov - Yetanotherquant.de
This is a very clear and user-friendly introduction to the Lebesgue measure theory. After reading these notes, you will be able to read any book on Real Analysis and will easily understand Lebesgue integral and other advanced topics.
by Simon J.A. Malham - Heriot-Watt University
From the table of contents: Order notation; Perturbation methods; Asymptotic series; Laplace integrals (Laplace's method, Watson's lemma); Method of stationary phase; Method of steepest descents; Bibliography; Notes; Exam formula sheet; etc.
by Raghavan Narasimhan - Tata Institute of Fundamental Research
Topics covered: Differentiable functions in Rn; Manifolds; Vector bundles; Linear differential operators; Cauchy Kovalevski Theorem; Fourier transforms, Plancherel's theorem; Sobolev spaces Hm,p; Elliptic differential operators; etc.