This is an overview about natural sample spaces for differential equations
driven by various noises. Appropriate sample spaces are needed in order to
facilitate a random dynamical systems approach for stochastic differential
equations. The noise could be white or colored, Gaussian or non-Gaussian,
Markov or non-Markov, and semimartingale or non-semimartingale. Typical noises
are defined in terms of Brownian motion, Levy motion and fractional Brownian
motion.