On the Kantorovich-Rubinstein maximum principle for the Fortet-Mourier norm

• Autorzy: Henryk Gacki
• Języki publikacji: EN

Abstrakty

EN

A new version of the maximum principle is presented. The classical Kantorovich-Rubinstein principle gives necessary conditions for the maxima of a linear functional acting on the space of Lipschitzian functions. The maximum value of this functional defines the Hutchinson metric on the space of probability measures. We show an analogous result for the Fortet-Mourier metric. This principle is then applied in the stability theory of Markov-Feller semigroups.

Kategorie tematyczne

• 60J25: Continuous-time Markov processes on general state spaces
• 37J25: Stability problems

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Annales Polonici Mathematici
• Rocznik: 2005
• Tom: 86
• Numer: 2
• Strony: 107-121

Daty

wydano

2005

Twórcy

autor

Henryk Gacki

• Institute of Mathematics, Silesian University, Bankowa 14, 40-007 Katowice, Poland

Identyfikatory

DOI

10.4064/ap86-2-2