Stochastic (delay) differential equations (SDEs or SDDEs) have become more and more useful in many applied areas of science and industry. In this Winter School, I will discuss several important SDE or SDDE models in biological area. In the population systems, we will mainly discuss the stochastic delay Lotka-Volterra models with various different environmental noises. We will discuss whether or not the solutions (i) will remain positive or never become negative, (ii) will explode to infinity in a finite time, (iii) will be ultimately bounded, (iv) will become extinct.