विधियों की तुलना करें

	स्टोकेस्टिक सिस्टम डायनेमिक्स	प्रायिकता अवकल समीकरण (एसडीई)
क्षेत्र	अनुकरण	अनुकरण
परिवार	Process / pipeline	Process / pipeline
उद्भव वर्ष	1980s–2000s	1944 (theory); 1992 (numerical framework)
प्रवर्तक	Jay W. Forrester (base SD); stochastic extensions developed through 1980s–2000s by multiple researchers	Kiyosi Itô (Itô calculus, 1944); Peter Kloeden & Eckhard Platen (numerical methods, 1992)
प्रकार	Continuous stochastic simulation	Continuous-time stochastic process model
मौलिक स्रोत	Sterman, J.D. (2000). Business Dynamics: Systems Thinking and Modeling for a Complex World. Irwin McGraw-Hill. ISBN: 978-0072389159	Øksendal, B. (2003). Stochastic Differential Equations: An Introduction with Applications (6th ed.). Springer.
उपनाम	SSD, stochastic stock-flow modelling, probabilistic system dynamics, random system dynamics	SDE, Itô equations, Stokastik Diferansiyel Denklemler (SDE)
संबंधित	5	4
सारांश	Stochastic System Dynamics (SSD) extends conventional system dynamics by replacing fixed parameter values and deterministic flow equations with probability distributions and random draws. Running many replications of the stock-flow model yields probabilistic trajectories — confidence bands rather than single lines — enabling rigorous uncertainty quantification and risk analysis in complex feedback systems such as epidemic models, supply chains, and energy policy scenarios.	Stochastic differential equations (SDEs) are differential equation models that combine a deterministic drift term — governing the average tendency of a system — with a stochastic diffusion term driven by a Wiener process (Brownian motion). Pioneered through Itô calculus by Kiyosi Itô in 1944 and given a comprehensive numerical treatment by Kloeden and Platen in 1992, SDEs are the standard modelling language for continuous-time systems subject to random noise, including financial asset prices, population dynamics, and physical processes.