ABSOLUTE CONTINUITY THEOREM FOR RANDOM DYNAMICAL SYSTEMS ON Rd

Abstract

In this paper we provide a proof of the so-called absolute continuity theorem for random dynamical systems on Rd which have an invariant probability measure. First we present the construction of local stable manifolds in this case. Then the absolute continuity theorem basically states that for any two transversal manifolds to the family of local stable manifolds, the induced Lebesgue measures on these transversal manifolds are absolutely continuous under the map that transports every point on the first manifold along the local stable manifold to the second manifold, the so-called Poincaré map or holonomy map. In contrast to known results, we have to deal with the non-compactness of the state space and the randomness of the random dynamical system.