Stochastic Differential Equations

From the reviews to the first edition:Most of the literature about stochastic differentialequations seems to place so much emphasis on rigor andcompleteness that it scares the nonexperts away. These notesare an attempt to approach the subject from the nonexpertpoint of view.: Not knowing anything ... about a subject tostart with, what would I like to know first of all. Myanswer wo...