ABSTRACT
Solutions to a stochastic differential equation are a probability distribution that evolves in time. This chapter examines examples of stochastic processes (diffusion and diffusion with drift), applying a workflow (Do Once → Do several times → Summarize → Visualize) to characterize the solution for the stochastic differential equation. Finally, a variation on the random walk (birth-death processes) confirms that the mean of a stochastic process equals the solution to the deterministic differential equation.
