Intended audience: third-year students
Book: Measures, Integrals and Martingales, R. Schilling.
Outline: sigma-algebras and measures, Dynkin classes, Lebesgue measure, integration, modes of convergence for measurable and integrable functions, inequalities, image measures and integrals, uniform integrability, martingales, Radon-Nikodym theorem.
Prerequisites: It is expected that you have knowledge of analysis at the level of the course Functies en Reeksen. Some knowledge of functional analysis and/or probability theory can also be helpful.
Behandeld bij hoorcollege:
Determination of final grade: based on final exam, two quizzes and homework.
Complete solutions of previous finals:
Complete solutions of previous quizzes: