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A suggested solution to today's exam can be found here.

The assignment is now concluded.

In our construction of conditional expectation in Prop 9.6 there is no claim about E(f|G) being integrable. However, this is a consequence of the Radon-Nikodym theorem.

These are the notes (proof based on notes at the University of Copenhagen).

This part has now been updated.

See the revised lecture plan for the exercise session on 22 November. On 29 November there will be a question session at 14:15-16:00 in room 720 in Niels Henrik Abel building. If needed, we will also discuss the exam/assignment problems not covered on 22 November.

Here is a suggested solution to the exercise.

A proof of the fact that the space of complex measures on (\Omega,\mathcal{A}) with the total variation of \Omega as norm is a Banach space can be found in [Teschl, Theorem 11.14]. Task: write out the proof with details and hand it in at the Nov 1 lecture.

The assignment is now available.

Note that the extra exercises have been updated.

Here is a suggested solution.

Vel m?dt til f?rste forelesning.

Welcome to the first lecture.