Stochastic differential equations

Stochastic Differential Equations (SDEs) are equations that describe things that change over time. For example, they can describe how the stock market might change during the day or how tall someone might get over the course of a year. SDEs use a special kind of math called calculus to describe how the change is happening. The math is complicated, but the idea is simple - it's like drawing a line on a graph to show how something is changing over time. With SDEs, that line doesn't stay the same - it bounces around, so it's like drawing a wiggly line instead.