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Stochastic Calculus Lecture Notes
This note covers the following topics: Discrete probability, Forward and Backward Equations for Markov chains, Martingales and stopping times, Continuous probability, Integrals involving Brownian motion, The Ito integral with respect to Brownian motion, Path space measures and change of measure.
Author(s): Jonathan Goodman
NA Pages 
Stochastic Calculus by Michael R. Tehranchi
This PDF covers the following topics related to Stochastic Calculus : A possible motivation: diffusions, Brownian motion, Stochastic integration, Applications to Brownian motion, Stochastic differential equations.
Author(s): Michael R. Tehranchi, University of Cambridge
93 Pages
Stochastic Calculus Lecture Notes
This note covers the following topics: Discrete probability, Forward and Backward Equations for Markov chains, Martingales and stopping times, Continuous probability, Integrals involving Brownian motion, The Ito integral with respect to Brownian motion, Path space measures and change of measure.
Author(s): Jonathan Goodman
NA Pages