[Tex/LaTex] Sample example of box in latex


Could someone make this picture in sample code in LaTeX and please make it in different style with different colors.
enter image description here

Here is my attempt:

     This example will show you how we can ..
     $dX_{t}=b(t,X_{t})+\sigma (t,X_{t}) dW_{t}$
       \begin{tabular}{ l | c || r } \hline
         W & S  \\ \hline
         + & -  \\ \hline

Best Answer

Here's the start of something that will create what you're looking for:


   \textcolor{red}{\sffamily EXAMPLE 3.}\par\vspace{\baselineskip}

    \parbox{2in}{\shadowbox{$\displaystyle  dX_t = - \frac{1}{2X_t}I(X_t\not=)dt+dW_t$}}
     \textcolor{red}{W} & \textcolor{blue}{S} \\\hline
     $-$                & $-$                 \\\hline



enter image description here


If you want to color the box, I would recommend you look at the examples using mdframed given by @GonzaloMedina --- I'm not all that familiar with this package. You might also consider looking at the package tcolorbox (also illustrated by GonzaloMedina), but it also seems to rely on the tikz bundle of packages and libraries.