[D] how to learn Stochastic Differential Equations for diffusion model?

There have many blogs and papers disscuss SDE for diffusion model:

Stochastic Differential Equations and Diffusion Models [https://www.vanillabug.com/posts/sde/](https://www.vanillabug.com/posts/sde/)

Perspectives on diffusion [https://sander.ai/2023/07/20/perspectives.html](https://sander.ai/2023/07/20/perspectives.html)

On the Mathematics of Diffusion Models [https://arxiv.org/abs/2301.11108](https://arxiv.org/abs/2301.11108)

But i can't find blog or book to explain Stochastic Differential Equations, it seems complex, even after i have learned Calculus and Ordinary Differential Equations and Partial Differential Equations, i still can't understand SDE, especially the SDE Perspective on diffusion.

So Do you know some blogs or books explain SDE intuitive …

blog blogs book calculus differential diffusion diffusion model how to learn learn machinelearning ordinary perspective stochastic