 ##  [Stochastic Differential Equation](/stochastic-differential-equation) 

  ##  [Stochastic Differential Equation](https://natural.quantumdictionary.io/stochastic-differential-equation-0) 

  
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**Natural &amp; Formal Sciences Dictionary**

 
Definition

A differential equation in which one or more terms are stochastic processes, typically written with a drift term and a diffusion term driven by a continuous martingale such as Brownian motion, and interpreted in a stochastic calculus sense (Itô or Stratonovich).

 
 ##  [Stochastic Differential Equation](https://mathlogic.quantumdictionary.io/stochastic-differential-equation-1) 

  
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- Natural &amp; Formal Sciences -

**Mathematics &amp; Logic Dictionary**

 
Definition

A differential equation in which one or more terms are stochastic processes (random signals), so solutions are random processes; typically written using differential notation that encodes stochastic integrals (e.g., driven by Brownian motion or Lévy noise).