Abstract
This paper is the first part of a project devoted to studying the
interconnection between controllability properties of a dynamical system and
the large-time asymptotics of trajectories for the associated stochastic
system. It is proved that the approximate controllability to a given point and
the solid controllability from the same point imply the uniqueness of a
stationary measure and exponential mixing in the total variation metric. This
result is then applied to random differential equations on a compact Riemannian
manifold. In the second part, we shall replace the solid controllability by a
stabilisability condition and prove that it is still sufficient for the
uniqueness of a stationary distribution, whereas the convergence to it holds in
the weaker dual-Lipschitz metric.
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