Invariant densities for dynamical systems with random switching

Abstract

We consider a non-autonomous ordinary differential equation on a smooth manifold, with right-hand side that randomly switches between the elements of a finite family of smooth vector fields. For the resulting random dynamical system, we show that H\"ormander type hypoellipticity conditions are sufficient for uniqueness and absolute continuity of an invariant measure.Comment: 16 pages; we replaced our original article to point out and close a gap in the discussion of the Lorenz system in Section 7 (see Remark 2); this gap is only present in the journal version of this article --- it wasn't present in the previous arxiv versio