We develop an iterative approach to gravitational lensing theory based on
approximate solutions of the null geodesic equations. The approach can be
employed in any space-time which is ``close'' to a space-time in which the null
geodesic equations can be completely integrated, such as Minkowski space-time,
Robertson-Walker cosmologies, or Schwarzschild-Kerr geometries. To illustrate
the method, we construct the iterative gravitational lens equations and time of
arrival equation for a single Schwarzschild lens. This example motivates a
discussion of the relationship between the iterative approach, the standard
thin lens formulation, and an exact formulation of gravitational lensing.Comment: 27 pages, 2 figures, submitted to Phys.Rev.D, minor revisions, new
reference