Opuscula Mathematica
Opuscula Math. 35, no. 4 (), 499-515
Opuscula Mathematica

On potential kernels associated with random dynamical systems

Abstract. Let \((\theta,\varphi)\) be a continuous random dynamical system defined on a probability space \((\Omega,\mathcal{F},\mathbb{P})\) and taking values on a locally compact Hausdorff space \(E\). The associated potential kernel \(V\) is given by \[ Vf(\omega ,x)= \int\limits_{0}^{\infty} f(\theta_{t}\omega,\varphi(t,\omega)x)dt, \quad \omega \in \Omega, x\in E.\] In this paper, we prove the equivalence of the following statements: 1. The potential kernel of \((\theta,\varphi)\) is proper, i.e. \(Vf\) is \(x\)-continuous for each bounded, \(x\)-continuous function \(f\) with uniformly random compact support. 2. \((\theta ,\varphi)\) has a global Lyapunov function, i.e. a function \(L:\Omega\times E \rightarrow (0,\infty)\) which is \(x\)-continuous and \(L(\theta_t\omega, \varphi(t,\omega)x)\downarrow 0\) as \(t\uparrow \infty\). In particular, we provide a constructive method for global Lyapunov functions for gradient-like random dynamical systems. This result generalizes an analogous theorem known for deterministic dynamical systems.
Keywords: dynamical system, random dynamical system, random differential equation, stochastic differential equation, potential kernel, domination principle, Lyapunov function.
Mathematics Subject Classification: 37H99, 37B25, 37B35, 47D07.
Cite this article as:
Mohamed Hmissi, Farida Mokchaha, Aya Hmissi, On potential kernels associated with random dynamical systems, Opuscula Math. 35, no. 4 (2015), 499-515, http://dx.doi.org/10.7494/OpMath.2015.35.4.499
Download this article's citation as:
a .bib file (BibTeX), a .ris file (RefMan), a .enw file (EndNote)
or export to RefWorks.

RSS Feed

horizontal rule

ISSN 1232−9274, e-ISSN 2300−6919, DOI http://dx.doi.org/10.7494/OpMath
Copyright © 2003−2017 OPUSCULA MATHEMATICA
Contact: opuscula@agh.edu.pl
Made by Tomasz Zabawa

horizontal rule

In accordance with EU legislation we advise you this website uses cookies to allow us to see how the site is used. All data is anonymized.
All recent versions of popular browsers give users a level of control over cookies. Users can set their browsers to accept or reject all, or certain, cookies.