I searched for this question but couldn't find a direct answer. Basically I want to understand (and possibly compute some simple instances of) the Ito integral. I am coming from a physics background and have little experience with statistics. I encountered the idea in the topic of Quantum Path Integrals and I am now very curious.
So basically I am looking for a list of somewhat informal resources that would build me to the point of understanding and being able to numerically/analytically compute some simple Ito Integrals and understand what is going on.