Masters course help in building intuition

Hi everyone, I’m an applied math student doing a masters rn ( i have an undergrad in engineering) I wanted to ask for some advice in learning how to build intuition on some advanced math topics.

For instance, I’m really interested in stochastic calculus and want to do well in the course but I dont have a good foundation in measure theory and feel like I’m struggling a lot more compared to other students (even those who didnt do any measure theory). Stoch calc is just an example of this problem as the other courses also seem to be a bit challenging for me.

I really like math and want to pursue a math driven career but I feel like the gap in my knowledge is too big rn. How can I bridge this gap as I want to do well in my exams in the summer next year?