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

Exercise sheetDiscussion

sheet 1	2011-10-27
sheet 2	2011-11-03
sheet 3	2011-11-10
sheet 4	2011-11-17
sheet 5	2011-11-24
sheet 6	2011-12-01
sheet 7	2011-12-08
sheet 8	2011-12-15
test exam	to hand in on tuesday, 2011-12-20
sheet 9	2012-01-12
sheet 10	2012-01-19
sheet 11	2012-01-26
sheet 12	2012-02-02
sheet 13	2012-02-09
sheet 14	2012-02-16

• More information about countable sets can be found here.