I’ve been planning to study this in a bit although I have some background to cover first so haven’t got on to it. From what I’ve found, the youtube channel “Mathematical Toolbox” has some videos which are quite introductory but seem good. Some people also recommend the book “An Informal Introduction to Stochastic Calculus with Applications” by Calin as a good place to start. Then Klebaner “Introduction to Stochastic Calculus with Applications” and also Evans “An Introduction to Stochastic Differential Equations” are apparently very good but harder and more formal texts, but you need some analysis and measure theoretic probability background first. The Evans is the same Evans who wrote the definitive book about PDEs fwiw. Klebaner and Evans are apparently a lot harder than Calin though even though they are all called introductions.