Abstract:  I will present a series of four lectures that will introduce the concepts and notions common in Stochastic Integration. This by no means will be a comprehensive series in Stochastic Integration; instead it should be viewed as an introduction to a more comprehensive study of the material. The best book on Stochastic Integration is definitely Protter's "Stochastic Integration, A new approach" and its second edition "Stochastic Integration and Differential Equations". However, the material may prove beyond the grasp of a first time viewer of the material and thus I will follow ideas in Oksendal's "Stochastic Differential Equations" The audience is assumed to have a running knowledge of Probability Theory. A short introduction is available here. The talks will introduce integration with respect to the Brownian motion only, Stochastic Differential equations (the few cases when we can find solutions), and applications to Finance and possibly other areas, as time permits.