I asked my lecturer for books that would help me understand the subject better but she said everything out there would be too complicated for the course we're currently doing. But there has to be something out there. Her slides have hardly any content and the assignment/exam questions are completely out of my depth.
An introduction to SDEs or something about Markow chains, random walks, Ito's formula and integrals, stopping times and Fokker Planck's equation 🙏