The presentation of the course is available:
The main reference book for the course will be:
Bernt ?ksendal: Stochastic Differential Equations, 2003. Springer. (6th Edition). Lectures will cover Chapters 1-5, 7 and some topics of Chapter 9.
Occasional references will be made from the book:
I.Karatzas and S.E. Shreve: Brownian Motion and Stochastic Calculus, 1991. Springer-Verlag . (2nd Edition).
Eventual additional material will be given in class.