Heston_Model

dS = μSdt + σSdw

where w is a Wiener process, μ is a constant determined by the asset's rate of return and σ is the asset's stochastic volatility, the square of which χ := σ² follows the SDE:

dχ = κ(θ-χ)dt + ξσdω

where ω is a Wiener process having correlation ρ with w and κ,θ,ξ are constants. Web reference available here