How is measure theory used in business

Measure theory

Exercise for the lecture

The first exercise takes place in the second week of the lecture, more precisely on Wednesday, October 24th.

The exercise sheets are made available via the Moodle learning platform. The password for entering the event was given in the first lecture.

Exam

The date for the exam is Friday, March 8th, 2019 and the date for the post-exam is Tuesday, April 23rd, 2019. Both exams take place in the first block (from 8 a.m. to 10 a.m.). The measurement theory exam is open, i.e. you can choose between the first and the second date. Further details about the exam, e.g. the room layout, will be given via Moodle.

Examination admission

The prerequisite for admission to the final exam at the end of the semester is the achievement of at least 50% of the points on all exercise sheets.

The following books, among others, are recommended as references for the lecture Theory of Measure:

  • H. Bauer, Measure and Integration Theory, de Gruyter, 1992
  • P. Billingsley, Probability and Measure, Wiley, 1986
  • J. Elstrodt, Measure and Integration Theory, Springer, 2011
  • O. Forster, Analysis 3: Measure and integration theory, integral sentences in the Rn and applications, 7th edition, Springer Spectrum, 2012
  • R. Schilling, Measures, Integrals and Martingales, Cambridge University Press, 2011

There is also a script for the lecture on Moodle.