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).
The first part of the course is mutuated from MAT4700. We refer to the Pensum of that course. The lectures of the second part will cover some topics of Chapter 8 and the Chapeters 10 -12. Eventual additional material will be given in class.