A Stochastic Differential Equation (SDE) is a type of mathematical equation that describes the behavior of systems influenced by random processes. Unlike regular differential equations, which have deterministic outcomes, SDEs incorporate randomness, making them useful for modeling phenomena in fields like finance, physics, and biology. SDEs often involve a Wiener process, which represents continuous random motion, and can be used to describe how variables change over time under uncertainty. Solutions to SDEs provide insights into the expected behavior of systems, helping researchers and analysts understand complex, dynamic environments.