Introduction to Stochastic Integration

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Then, what would be the books with intermediate difficulty wrt the unanimous?

Lecture 2: Introduction to the stochastic integral and Ito calculus,

The books I have in mind here are Protter and Karatzas-Shreve. It isn't too expensive for a maths book at this level and it has really helped me get through the semester.

I have also been using Bernt Oksendal's book that you mention and that is clearly written. Sign up to join this community. The best answers are voted up and rise to the top.

Introduction to Stochastic Integration | Hui-Hsiung Kuo | Springer

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Thank you! It is an excellent introduction to stochastic calculus. If you knew it by heart you would be an excellent MSC student and more than ready for starting a PhD in this field. I have never read Kuo or Okendal so I can't tell. I'm not sure intermediate steps would be necessary before Revuz-Yor. In all cases its reading will be tough.

Lecture 2: Introduction to the stochastic integral and Ito calculus,

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    Also called Ito calculus, the theory of stochastic integration has applications in virtually every scientific area involving random functions. This introductory textbook provides a concise introduction to the Ito calculus.

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