Lorenz '63 system $$\begin{align*} d X_t &= a (Y_t - X_t) dt + \sigma_x dW^{(1)}_t \\\ dY_t &= [X_t (b - Z_t) - Y_t]dt + \sigma_y dW^{(2)}_t\\\ dZ_t &= [X_t Y_t - c Z_t]dt + dW^{(3)}_t \end{align*}$$