Stochastic differential equations (SDE) are either ordinary or partial differential equations in which the unknown is a stochastic process, that is, a set of random variables indexed by a discrete or continuous time.

Stochastic ordinary and partial differential equations generalize the concepts of ordinary and partial differential equations to the setting where the unknown is a stochastic process.

Stochastic differential equations (SDE) are either ordinary or partial differential equations in which the unknown is a stochastic process, that is, a set of random variables indexed by a discrete or continuous time.