Stochastic Differential Equations (3rd ed.)

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 would be: 1) In what situations does the subjectarise ? 2) What are its essential features? 3) What are theapplications