Figure 1: Stochastic dynamical system without and with feedback.
From: Stratonovich-to-Itô transition in noisy systems with multiplicative feedback

(a) Schematic representation of a stochastic dynamical system: the system’s status y(t) evolves as the system is driven by a noisy input x(t). (b) Same system with feedback F(y(t)): x(t) is now modulated by F(y(t)) and y(t) is clearly affected.