Main reference for the course is:
[B] Paolo Baldi. Stochastic Calculus. An introduction through theory and exercises. Springer 2017.
We shall focus on Chapters 2-4, 5-9 and go through elements of Chapters 11, 12, 13, 10.
Also we shall make use of the book:
[?] Bernt ?ksendal. Stochastic Diffferential Equations. An introduction with applications. VI Edition. Springer 2003.
Both books propose exercises with solutions.