A system whose state evolves over time under the influence of random perturbations.A stochastic dynamical system is a mathematical model where the state evolves over time according to deterministic rules but is also subject to random perturbations, or noise. This combination allows the system to exhibit behavior that is not purely predictable, even if the underlying dynamics are well understood. Such systems are ubiquitous in physics, biology, economics, and climate science, where external fluctuations or internal randomness play a significant role.
The formal theory emerged in the early 20th century with the work of Albert Einstein on Brownian motion and Norbert Wiener's rigorous construction of stochastic processes, later extended by Itô and Stratonovich in the 1940s–60s.
The evolution is typically described by a differential equation that includes a deterministic term (e.g., forces or rates) and a stochastic term (e.g., white noise or random jumps). The noise can represent unresolved small-scale processes, measurement uncertainty, or genuine randomness. Solutions are often analyzed using probability distributions rather than single trajectories, with tools like the Fokker–Planck equation or Monte Carlo simulations.
They are used to model stock prices, neural activity, climate variability, and particle diffusion, among many other phenomena.
The same mathematical framework that describes the jitter of a pollen grain in water also underpins models of how El Niño events might be triggered by random atmospheric 'noise'.




















