Kantorovich–Rubinstein Maximum Principle
in the Stability Theory of Markov Semigroups
Bulletin of the Polish Academy of Sciences. Mathematics, Tome 52 (2004) no. 2, pp. 211-222
Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences
A new sufficient condition for the asymptotic stability of a locally Lipschitzian Markov semigroup acting on the space of signed measures ${\scr M}_{\textrm sig}$ is proved. This criterion is applied to the semigroup of Markov operators generated by a Poisson driven stochastic differential equation.
Keywords:
sufficient condition asymptotic stability locally lipschitzian markov semigroup acting space signed measures scr textrm sig proved criterion applied semigroup markov operators generated poisson driven stochastic differential equation
Affiliations des auteurs :
Henryk Gacki 1
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author = {Henryk Gacki},
title = {Kantorovich{\textendash}Rubinstein {Maximum} {Principle
} in the {Stability} {Theory} of {Markov} {Semigroups}},
journal = {Bulletin of the Polish Academy of Sciences. Mathematics},
pages = {211--222},
publisher = {mathdoc},
volume = {52},
number = {2},
year = {2004},
doi = {10.4064/ba52-2-11},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.4064/ba52-2-11/}
}
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Henryk Gacki. Kantorovich–Rubinstein Maximum Principle in the Stability Theory of Markov Semigroups. Bulletin of the Polish Academy of Sciences. Mathematics, Tome 52 (2004) no. 2, pp. 211-222. doi: 10.4064/ba52-2-11
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