The course is almost entirely based on the book:
Modeling, Analysis, Design, and Control of Stochastic Systems,
by V.G. Kukarni, Springer, 1999.
3 copies are in the reserve section of the library: QA274.3.K84, 1999.
Chapters, 4, 5, 6, 8 and 9 are also available electronically (to the students of the course) through the library: Here is the link for it.