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→Related concepts
* A [[stochastic differential equation]] (SDE) is an equation in which the unknown quantity is a [[stochastic process]] and the equation involves some known stochastic processes, for example, the [[Wiener process]] in the case of diffusion equations.
* A [[stochastic differential equation]] (SDE) is an equation in which the unknown quantity is a [[stochastic process]] and the equation involves some known stochastic processes, for example, the [[Wiener process]] in the case of diffusion equations.
随机微分方程（SDE）中的未知量处于随机过程，并且涉及一些已知的随机过程，例如，扩散方程中的维纳过程。
*A [[stochastic partial differential equation]] (SPDE) is an equation that generalizes SDEs to include space-time noise processes, with applications in [[quantum field theory]] and [[statistical mechanics]].
*A [[stochastic partial differential equation]] (SPDE) is an equation that generalizes SDEs to include space-time noise processes, with applications in [[quantum field theory]] and [[statistical mechanics]].
随机偏微分方程（SPDE）是一种含空间和时间噪声过程的广义随机微分方程，它通常应用于量子场论以及统计力学中。
* A [[differential algebraic equation]] (DAE) is a differential equation comprising differential and algebraic terms, given in implicit form.
* A [[differential algebraic equation]] (DAE) is a differential equation comprising differential and algebraic terms, given in implicit form.
微分代数方程（DAE）是一种含微分和代数项的微分方程，通常以隐式形式给出。
==Connection to difference equations==
==Connection to difference equations==