Stochastic nonlinear systems are complex systems in which the interactions between components are probabilistic and non-linear. They are described using stochastic differential equations (SDEs), which include random variables and non-linear terms. These systems exhibit highly unpredictable behaviors due to the interplay between randomness and non-linearity, making them challenging to analyze and control. They find applications in various fields such as finance, biology, and engineering, where modeling complex phenomena like stock market fluctuations and population dynamics is essential.
