Following the initial work by A.Einstein in 1905,stochastic systems have been the issues of interest in a number of scientific areas.Both mathematical theory and dynamical behavior of stochastic systems have been the subject of intensive study and gained great advance in the past several decades.A variety of dynamical phenomena,ranging from stochastic response,stochastic bifurcation to stochastic chaos and other complicated motions,were investigated and pretty results were reported.