Applied Analysis Winter Term 2011/2012

On Thursday,  March 1st, Markus Kunze will not offer office hours. Instead, there will be office hours on Wednesday, February 29th, from 14:00 to 16:00.

The exams in 2012 will take place on the 6th of March and on the 5th of April in Room 120 in the Helmholtzstr. 18. The exams will start at 9:00 and last 2 hours and 30 minutes.

Please remember that in order to take the exam, you have to register in LSF-QISPOS at the latest 3 days before the exam. Please bring your student ID and an indelible writing utensil (e.g. a ball-pen). You may bring a handwritten sheet of notes (A4). No other aids are allowed, in particular, no calculator. Relevant for the exams are the complete chapters 1,2 and 3 of the script and the first part of chapter 4 (i.e. sections 4.1 and 4.2).

The lecture is focused on fundamental principles in analysis which are of great importance for application in stochastic and financial mathematics.

The main topics are:

• Normed and metric spaces
• Measure and integration
• Hilbert spaces
• Fourier transform and characteristic functions

• Bartle: The elements of integration and Lebesgue measure
• Conway: A course in functional analysis
• Jost: Postmodern analysis
• Lang: Undergraduate analysis
• Varadhan: Probability theory

There is also a script for the lecture, which is available here.

All classes will take place in Room E20 in the Helmholtzstrasse 18.

Lectures

• Tuesday, 10-12
• Wednesday, 10-12

Exercises

• Thursday, 10-12

• More information about countable sets can be found here.