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Check with the demat bank if your uncle had nominated your aunt as a beneficiary. If yes, the bank will give you step by step instructions for the transfer. If your aunt does not have a demat account, she may have to open one.
Pl contact a local district lawyer. While the procedure is fairly simple, getting things executed on the ground may be tough.
Your aunt may file a petition before a civil court for grant of succession certificate. All debts and securities owed to your deceased uncle will be covered by the certificate.