Stochastic differential equations (SDEs) are a class of mathematical equations that involve both deterministic and stochastic (random) components. They are used to model systems where random fluctuations play a significant role in the evolution of a quantity over time. Stochastic processes are characterized by uncertainty and randomness, and SDEs provide a framework for describing how these uncertainties affect the behavior of a system. It can have three components, a diffusion part with respect to Brownian motion or its function, a deterministic component (dt) and a jump process. This chapter discusses various methods of solving stochastic differential equationsStochasticdifferential equation.