Kantorovich-Rubinstein Maximum Principle in the Stability Theory of Markov Semigroups

• Autorzy: Henryk Gacki
• Języki publikacji: EN

Abstrakty

EN

A new sufficient condition for the asymptotic stability of a locally Lipschitzian Markov semigroup acting on the space of signed measures $𝓜 _{sig}$ is proved. This criterion is applied to the semigroup of Markov operators generated by a Poisson driven stochastic differential equation.

Kategorie tematyczne

• 60H10: Stochastic ordinary differential equations
• 37J25: Stability problems

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Bulletin of the Polish Academy of Sciences. Mathematics
• Rocznik: 2004
• Tom: 52
• Numer: 2
• Strony: 211-222

Daty

wydano

2004

Twórcy

autor

Henryk Gacki

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

Identyfikatory

DOI

10.4064/ba52-2-11