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 1-6.
Occasional references and some results are taken 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.