  Here we present stochastic differential equations (SDEs) on a memristor
crossbar, where the source of gaussian noise is derived from the random
conductance due to ion drift in the devices during programming. We examine the
effects of line resistance on the generation of normal random vectors, showing
the skew and kurtosis are within acceptable bounds. We then show the
implementation of a stochastic differential equation solver for the
Black-Scholes SDE, and compare the distribution with the analytic solution. We
determine that the random number generation works as intended, and calculate
the energy cost of the simulation.
