Before revision:  Based on this general consensus, SGD is frequently treated and analyzed as the Euler-Maruyama discretization of astochastic differential equation (SDE ) driven by either Brownian or L\'evy stable motion.
After revision:  Based on this general consensus, SGD is frequently treated and analyzed as the Euler-Maruyama discretization of astochastic differential equation stochastic differential equations (SDEs ) driven by either Brownian or L\'evy stable motion.