The words contained in this file might help you see if this file matches what you are looking for:

...Introduction to stochastic calculus rough lecture notes masterofmathematics universiteparis dauphine psl correctedversion compiledjanuary coursehomepageonhttps djalil chafai net ii suggestedscheduleofthelectures werecommendthattheinclassororallecturesdifferfromthelecturenotes ideallytheyshouldcontain less details and should be focused ontheessentialaspects thestructure theculture andtheintuition x h chapter preliminaries processes ltrations stoppingtimes martingales brownianmotion moreonmartingales itostochasticintegralwithrespecttobm itostochasticintegralandsemi itoformulaandapplications stochasticdifferentialequations morelinkswithpartialdifferentialequations exam therearealsoseparateexcercisessessions seancesdetravauxdiriges iii these are the of an course on given at universite paris for secondyearmasterstudentsinmathematics theprerequisiteisaprobabilitytheorycoursebasedonlebesgueintegral including conditionalexpectation gaussianrandomvectors andstandardnotionsofconvergence theiniti...