Integration and measure theory: Basic measure theory, integration of measurable functions (Lebesgue integrals), convergence theorems, product measures, Fubini's theorem.
Functional Analysis: Introduction to functional analysis, metric spaces, Banach and Hilbert spaces, basic theorems about linear operators and functionals.
Applications which can be chosen among: topics from Fourier analysis, ergodic theory, probability theory, Sobolev spaces, differential equations.