This is a summary of what was actually covered, and which parts of the lecture notes are needed.
Most of the elcture notes were NOT covered!


Wiener process, brownian motion:construction, definition                         notes_01  pages 1-7
Wiener process, Paul Levy construction                                           notes_02  pages 10-11, 16-19
Wiener process, basic properties                                                 notes_03, pages 20-23, 25-26
Wiener process, quadratic variation                                              notes_04, pages 27-28
Markov proceses, martingales, optional stopping, maximal inequality              notes_05
Ito integral                                                                     notes_06  pages 1-2, 4-15
Ito's formula, with sketch of proof                                              notes_06  pages 16-22
Ito representation, martingale representation, without proof                     notes_06  pages 23-24
Strong solution of SDE-s, existence and uniqueness                               notes_07
Infinitesimal generator of diffusion processes, Dynkin's formula, applications   notes_08