The origin, basic assumptions and some characteristics of two types of differential equations that arise in the study of control systems and processes which involve random variables are discussed in this paper. The first group are derived equations that follow from specified probabilistic considerations. These include retrospective and forward Kolmogorov differential equations and a transition rate differential equation. The second group are descriptive equations in the sense that they are taken as defining typical stochastic processes and systems. These include differential equations with an additive random variable, and differential equations describing systems with elements subject to random variation.