I am participating in a summer reading course on stochastic differential equations and subsequently ran across lecture notes from Dr. Evans entitled “An introduction to stochastic differential equations“. They give a quick introduction to statistics and Brownian motion followed by stochastic integrals including the Ito formula. Finally stochastic differential equations are introduced and their applications are given. I have only looked over the first half of this in detail and found it to be pretty reasonable. Furthermore, cheap
Dr. Evans has a larger set of available publications which include lecture notes and surveys. The semi-official book for the course is “Elementary Stochastic Caculus with Finance in View” by Mikosch (typo is reproduced from inside the front cover). A review of the book will follow later when I read more of it.
Why pasta? It reminds me of a stochastic sample set. Image was found on Musable Gourmet.