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.
- Tuesday, 10-12
- Wednesday, 10-12
- Thursday, 10-12