# Stochastic Differential Equation with positive-only noise?

**URL:** <https://discourse.julialang.org/t/stochastic-differential-equation-with-positive-only-noise/74517>\
**Category:** Numerics\
**Tags:** diffeq, math\
**Created:** [January 12, 2022, 10:09pm UTC](https://discourse.julialang.org/t/stochastic-differential-equation-with-positive-only-noise/74517 "2022-01-12T22:09:54Z")\
**Posts on this page:** 2\
**Page:** 1

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**Author:** ![markmbaum](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/markmbaum/32/32745_2.png) [@markmbaum](https://discourse.julialang.org/u/markmbaum)\
**Post date:** [January 12, 2022, 10:09pm UTC](https://discourse.julialang.org/t/stochastic-differential-equation-with-positive-only-noise/74517/1 "2022-01-12T22:09:54Z")

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This may be more of a math question, but are there methods available for solving stochastic differential equations with positive only noise? I’ve been tinkering around with an interesting scalar system that includes the usual Weiner process, but I’m interested in results where fluctuations can only be in the positive direction. I already started the tinkering in Julia, so I thought I would ask here. Any pointers appreciated!

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**Author:** ![ChrisRackauckas](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/chrisrackauckas/32/77_2.png) [@ChrisRackauckas](https://discourse.julialang.org/u/ChrisRackauckas)\
**Post date:** [January 13, 2022, 1:45am UTC](https://discourse.julialang.org/t/stochastic-differential-equation-with-positive-only-noise/74517/2 "2022-01-13T01:45:26Z")

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Bounded noise cannot be an SDE, it is an RODE.