We know that if W(t) is a Brownian Motion, then the Ito Process is given by,
X(t)= X(0) + $\int_0^t \Delta(u)dW(u)$ + $\int_0^t \Phi(u)du$
Could someone explain briefly what the two components are in this expression. If I'm not wrong, the first is an Ito Integral with respect to a Brownian Motion, but what's the second component and why is it included in the Ito Process? Or why is the Ito Process structured in this way?