On the influence of noise on the largest Lyapunov exponent of attractors of stochastic dynamic systems

In this paper, we prove that the magnitude of the largest Lyapunov exponent of attractors appartaining to stochastic dynamic systems is increasing under the influence of noise. Thus we offer an answer to the conjecture posed by Argyris et al. in [1]. We investigate also the influence of an additive output noise to the correlation dimension and on the largest Lyapunov exponent of the attractors of dynamic systems either in a discrete or in a continuous in time formulation.