# Approximating a stochastic difference equation with a stochastic differential equation.

I have a stochastic difference equation of the form, $$x_t = x_{t-1} + \frac{1}{t}(- x_{t-1} + \varepsilon_t) \,,$$ where $$\varepsilon_t$$ are iid random normal variables, which I would like to approximate with something like, $$\frac{x_t-x_{t-1}}{\frac{1}{t}} \approx \dot x = -x + \varepsilon \,.$$

Now, I do not know how to go from the discrete stochastic process to a continuous one, i.e. what the limit continuous process would be. Some references would be greatly appreciated.