I am looking for a neural network which is has comprehensive mathematical approach in to the subject. Applications and introductory books are not my goal.
I also share Mariano's opinion. On the other hand if you want to cover more general learning topics(which touch NNs), I would also suggest:
1) Foundations of Machine Learning by Mehryar Mohri, Afshin Rostamizadeh, and Ameet Talwalkar
2) Understanding Machine Learning: From Theory to Algorithms by Shai Shalev-Shwartz , Shai Ben-David
If this still not satisfy your level of mathematical depth(looking for proofs of universal approximation, etc.), I would suggest that you go for specific papers instead. If you need additional help in finding a specific subject, send me an email and I can point you to several specific papers.
Part II of "Soft Computing and Intelligent Systems Design" by Karray and de Silva is really accessible with a good number of worked examples if you're planning on implementing a network. It doesn't contain the proofs for any properties or algorithms, but mentions them with the citations making a lit search easier. It's also nicer since it covers more than just multi-layer perceptions (conventional ANN) but other commonly used architectures both feedforward and recurrent.
The problem with requesting advanced literature on the mathematics of neural networks that is heavy on theory and has little or no place for application is that you are no longer really looking for a textbook. Rather, the kind of book-length literature most likely to contain the cutting-edge algorithms, methods, theory, etc., are e.g., conference proceedings like Advances in Neural Networks. That said, there are some sources you might be interested:
Aizenberg, I. (2011). Complex-Valued Neural Networks with Multi-Valued Neurons (Studies in Computational Intelligence Vol. 353). Springer.
Ivancevic, V. G., & Ivancevic, T. T. (2010). Quantum neural computation (Intelligent Systems, Control, and Automation: Science and Engineering Vol. 40). Springer.
Montavon, G., Orr, G. B., & Müller, K-R (Eds.). Neural Networks: Tricks of the Trade (2nd Ed.). Springer.
Siddique, N. (2014). Intelligent Control: A Hybrid Approach Based on Fuzzy Logic, Neural Networks and Genetic Algorithms (Studies in Computational Intelligence Vol. 517). Springer.
Suresh, S., Sundararajan, N., & Savitha, R. (2013). Supervised Learning with Complex-valued Neural Networks (Studies in Computational Intelligence Vol. 421). Springer.
Rao, A. R., & Cecchi, G. A. (Eds.). (2011). The Relevance of the Time Domain to Neural Network Models (Springer Series in Cognitive and Neural Systems Vol. 3). Springer.
Neural Networks using MATLAB 6.0 by S. N. Sivanandam, S. N Deepa is good book. Exercise fully equiped with step by step calculation and Matlab programmig