EntityQ1545585· pop 21· linked from 567 articlesstochastic differential equationSign in to savedifferential equations involving stochastic processesConnectionsordinary differential equationEntitymartingaleEntityItō calculusEntityfiltrationEntitymanifoldEntityMarkov chainEntitystochastic processEntitytime seriesEntityqueueing theoryEntitystochastic calculusEntityPoisson processEntityautoregressive modelEntityFokker–Planck equationEntityLyapunov stabilityEntitycàdlàg functionEntitystopping timeEntityoptional stopping theoremEntityrenewal theoryEntityquadratic variationEntityStratonovich integralEntityCategoriesDifferential equationsMathematical financeStochastic differential equationsStochastic processes