Solution.
L2(D,μ) is itself complete, so it suffices to show that H is closed in L2(D,μ).
Let {fn}n⊆H be a sequence converging to f∈L2(D,μ). Let z∈D and 0<r<R small enough so that B(z,R)⊆D. Then by the mean value property,
fn(z)−fm(z)=2π1∫02πfn(z+reiθ)−fm(z+reiθ)dz=2π1∫02πfn(z+reiθ)−fm(z+reiθ)dθ.
Multiplying both sides by 2r and integrating over [0,R], we get
2r(fn(z)−fm(z))⟹R2(fn(z)−fm(z))⟹fn(z)−fm(z)=π1∫02πr(fn(z+reiθ)−fm(z+reiθ))dθ=π1∫02πfn(z)−fm(z)dμ=πR21∫B(z,R)fn(z)−fm(z)dμ.
Now we may apply the triangle inequality along with Cauchy-Schwarz:
∣fn(z)−fm(z)∣≤πR21∫B(z,R)∣fn(z)−fm(z)∣dμ≤πR2(μ(B(z,R)))1/2∥fn−fm∥2≤πR2(μ(B(z,R)))1/2∥fn−fm∥2
We will show that {fn}n is locally uniformly Cauchy: Let 0<R<1 and let 0<δ<dist(B(0,R),Dc). This is positive since it is the distance between two closed, disjoint sets. Thus, for any z∈B(0,R) we have that B(z,δ)⊆B(0,R+δ)⊆D, and so
∣fn(z)−fm(z)∣≤πδ2(μ(B(z,δ)))1/2∥fn−fm∥2≤πδ2(μ(B(0,R)))1/2∥fn−fm∥2=CR∥fn−fm∥2,
and notice that CR is independent of z. Thus, since {fn}n is Cauchy in L2(D,μ), it follows that {fn}n is uniformly Cauchy on B(0,R). Since R was arbitrary, it follows that {fn}n is uniformly Cauchy on any compact set, so by completeness, there exists g:D→C such that fn→f uniformly on compact sets.
By assumption, fn→f in L2(D,μ), so there exists a subsequence which converges pointwise to f almost everywhere. Since fn→g pointwise, it follows that g=f almost everywhere, so the pointwise limit is the same thing as the L2(D,μ) limit.
Finally, since fn is holomorphic, it is continuous, which means that f is continuous as well. Hence, we may apply Morera's theorem. By uniform convergence on compact sets, we get for any square ∂R in D that
0=n→∞lim∫∂Rfn(z)dz=∫∂Rf(z)dz,
so f∈H. Consequently, H is closed, hence complete.