I've been studying Ito calculus a lot recently, and there's a lot of introductory material on it but nothing too dense. Everything I've seen about it has been mainly for financial engineers. What about pure Ito calculus? What are the big open problems? Who's big? What's being worked on? There's a lot of applications, the list seems endless. In all areas of science.
It just feels so underdeveloped. Not many people know it. There's a few decent books, but none that go into great depth.
