 Stochastic partial differential equation

A Stochastic Partial Differential Equation (SPDE) is a type of differential equation that involves random processes. It combines the concepts of partial differential equations (PDEs) with stochastic processes, allowing for the modeling of systems that exhibit uncertainty or randomness in their dynamics. ### Key Characteristics: 1. **Partial Differential Equations (PDEs)**: - PDEs are equations that involve multivariable functions and their partial derivatives.