Geodesic
On the Kantorovich–Rubinstein maximum principle for the Fortet–Mourier norm
Henryk Gacki1
1 Institute of Mathematics Silesian University Bankowa 14 40-007 Katowice, Poland
Annales Polonici Mathematici, Tome 86 (2005) no. 2, pp. 107-121.

Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences

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.
DOI : 10.4064/ap86-2-2
Keywords: version maximum principle presented classical kantorovich rubinstein principle gives necessary conditions maxima linear functional acting space lipschitzian functions maximum value functional defines hutchinson metric space probability measures analogous result fortet mourier metric principle applied stability theory markov feller semigroups

Henryk Gacki 1

1 Institute of Mathematics Silesian University Bankowa 14 40-007 Katowice, Poland 
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Henryk Gacki. On the Kantorovich–Rubinstein maximum principle
 for the Fortet–Mourier norm. Annales Polonici Mathematici, Tome 86 (2005) no. 2, pp. 107-121. doi : 10.4064/ap86-2-2. http://geodesic.mathdoc.fr/articles/10.4064/ap86-2-2/

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