Competencies / intended learning achievements
Upon successful completion of this module, the students have gained basic knowledge of the Malliavin calculus and its applications. They are able to name the main propositions of the lecture, classify and explain the illustrated connections. They understand the proofs and are able to reproduce and explain them. In particular, they can critically assess, what conditions are necessary for the validity of the statements.
By solving the given exercise problems, they have gained a precise and independent handling of the terms, propositions and methods of the lecture. In addition, they have learned to apply the methods to new problems, analyze them and develop solution strategies.