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On potential kernels associated with random dynamical systems

Hmissi M., Mokchaha F., Hmissi A.

Opuscula Mathematica

2015

Vol. 35, no. 4

499--515

Let (Θ, φ) be a continuous random dynamical system defined on a probability space (Ω, F, P) and taking values on a locally compact Hausdorff space E. The associated potential kernel V is given by [formula]. In this paper, we prove the equivalence of the following statements: 1. The potential kernel of (Θ, φ) is proper, i.e. V ƒ is x-continuous for each bounded, x-continuous function with uniformly random compact support. 2. (Θ, φ) has a global Lyapunov function, i.e. a function L : Ω x E → (0, ∞) which is x-continuous and L,(Θ tω, φ(t, ω)x) ↓0 as t ↑ ∞. 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.