The first relation between supersymmetry and stochastic dynamics was established in two papers in 1979 and 1982 by Giorgio Parisi and Nicolas Sourlas, who demonstrated that the application of the BRST gauge fixing procedure to Langevin SDEs, i.e., to SDEs with linear phase spaces, gradient flow vector fields, and additive noises, results in N=2 supersymmetric models. The original goal of their work was dimensional reduction, i.e., a specific cancellation of divergences in Feynman diagrams proposed a few years earlier by Amnon Aharony, Yoseph Imry, and Shang-keng Ma. Since then, relation between so-emerged supersymmetry of Langevin SDEs and a few physical concepts have been established including the fluctuation dissipation theorems, Jarzynski equality, Onsager principle of microscopic reversibility, solutions of Fokker–Planck equations, self-organization, etc.