The Conjugacy of Stochastic and Random Differential Equations and the Existence of Global Attractors

We consider stochastic differential equations in d-dimensional Euclidean space driven by an m-dimensional Wiener process, determined by the drift vector field f₀ and the diffusion vector fields f₁,...,f_m, and investigate the existence of global random attractors for the associated flows . For this purpose is decomposed into a stationary diffeomorphism given by the stochastic differential equation on the space of smooth flows on R^d driven by m independent stationary Ornstein Uhlenbeck processes z¹,...,z^m and the vector fields f₁,...,f_m, and a flow generated by the nonautonomous ordinary differential equation given by the vector field (_t/x)^–1f₀(_t)+ _i=1 ¹ f_i(_t)z _t ⁱ ]. In this setting, attractors of are canonically related with attractors of . For , the problem of existence of attractors is then considered as a perturbation problem. Conditions on the vector fields are derived under which a Lyapunov function for the deterministic differential equation determined by the vector field f₀ is still a Lyapunov function for , yielding an attractor this way. The criterion is finally tested in various prominent examples.