Dynamics of Markov chains and stable manifolds for random diffeomorphisms
- 19 September 1987
- journal article
- research article
- Published by Cambridge University Press (CUP) in Ergodic Theory and Dynamical Systems
- Vol. 7 (3) , 351-374
- https://doi.org/10.1017/s0143385700004107
Abstract
We consider the Markov chain on a compact manifold M generated by a sequence of random diffeomorphisms, i.e. a sequence of independent Diff2(M)-valued random variables with common distribution. Random diffeomorphisms appear for instance when diffusion processes are considered as solutions of stochastic differential equations. We discuss the global dynamics of Markov chains with continuous transition densities and construct non-random stable foliations for random diffeomorphisms.Keywords
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