First question to look at here: what is stochastic dynamical system?
* [Random dynamical system](https://en.wikipedia.org/wiki/Random_dynamical_system), Wikipedia.
> In the mathematical field of dynamical systems, a random dynamical system is a dynamical system in which the equations of motion have an element of randomness to them. Random dynamical systems are characterized by a state space S, a set of maps \\(\Gamma\\) from S into itself that can be thought of as the set of all possible equations of motion, and a probability distribution Q on the set \\(\Gamma\\) that represents the random choice of map. Motion in a random dynamical system can be informally thought of as a state \\(X\in S\\) evolving according to a succession of maps randomly chosen according to the distribution Q.
> An example of a random dynamical system is a stochastic differential equation; in this case the distribution Q is typically determined by noise terms. It consists of a base flow, the "noise", and a cocycle dynamical system on the "physical" phase space. Another example is discrete state random dynamical system; some elementary contradistinctions between Markov chain and random dynamical system descriptions of a stochastic dynamics are discussed.