13. Stochastic Dynamical Systems

Randomness is introduced into dynamical systems for many reasons. A dynamical system might depend on some not well-determined parameters. Assuming this parameter to be a random variable results in a system where many trajectories emanate from a point in state space, one for each realization of the random variable, and one can analyze the spread of these trajectories to study how sensitive the dynamical system is to the exact value of the parameter.