A note on invariant measures for Filippov systems

We are interested in Filippov systems which preserve a probability measure on a compact manifold. We define a measure to be invariant for a Filippov system as the natural analogous definition of invariant measure for flows. Our main result concerns Filippov systems which preserve a probability measure equivalent to the volume measure. As a consequence, the volume preserving Filippov systems are the refractive piecewise volume preserving ones. We conjecture that if a Filippov system admits an invariant probability measure, this measure does not see the trajectories where there is a break of uniqueness. We prove this conjecture for Lipschitz differential inclusions. Then, in light of our previous results, we analyze the existence of invariant measures for many examples of Filippov systems defined on compact manifolds.

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