It may be that technical prereqs are missing. It could also be that you’re missing a broader sense of “mathematical maturity”, or that you’re struggling because Stuart’s work is simply hard to understand. That said, useful prereq areas (in which you could also gain overall mathematical maturity) would include:

Probability theory

Linear Algebra

Machine learning theory

Reinforcement Learning

It’s probably overkill to go deep into these topics. Usually, what you need is in the first chapter.

You could check out Best Textbooks on Every Subject. But people usually recommend Linear Algebra Done Right for LinAlg. Understanding ML seems good for ML Theory. Sutton and Barto is an easy read for RL.