Is it possible to attend graduate school in pure math after undergrad in CSE?
As Dave mentioned, what you want to do will be very challenging.  One possibility would be to change to a different university that offers the math classes you mentioned.  However, I will assume that switching schools is not an option for you.  If you are very dedicated to this goal, here is one possible route.


finish your current studies in CSE
get a job in a town with a university that offers the math classes you desire
start taking one class each semester as a non-degree student.  I don't know about policies elsewhere, but many school in the United States have less strict admission requirements for non-degree students.  Your goals for these classes should be two-fold. (1) Learn the material as well as you can.  Your understanding of this material will be important for both getting into and succeeding in graduate school.  (2) Impress your professors with both your ability and your desire.  When you eventually apply to a masters program, you will ask some of these professors for letters of recommendation.
apply to a masters program in mathematics.  Ask for letters of recommendation from both your current professors in your CSE program and from those who know you from the math classes you take after you finish your BS.
as you near the finish of your masters (where you have worked hard to prove yourself) apply to PhD programs


I know this is a long-term plan, but with hard work and dedication you could make it work.  Here is another question Advice - MS in mathematics to increase competitiveness for PhD programs? that you may find to be helpful.