Itō diffusion

Ito diffusion is like a game of marbles on a bumpy surface. In this game, you roll a marble on a bumpy surface and it will move randomly in different directions. Ito diffusion is a mathematical model that helps us study random movement like this. The marble stands for particles in a system, and the bumps on the surface stand for forces like temperature, pressure, and other things that cause particles to move in different directions. Ito diffusion helps us predict how particles will move and how they will interact with each other in a system.