Lyapunov Exponents of Nonlinear Stochastic Systems

Abstract

This is an introduction — mainly by way of pedagogic examples — into the theory of stochastic flows. The key concept is the notion of Lyapunov exponents. The theory of Lyapunov exponents enables one to talk about stochastic stability, stochastic chaos and stochastic bifurcation of nonlinear stochastic systems in a way that is surprisingly analogous to the deterministic one.