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

Henryk Gacki. "Kantorovich-Rubinstein Maximum Principle in the Stability Theory of Markov Semigroups." Bulletin of the Polish Academy of Sciences. Mathematics 52.2 (2004): 211-222. <http://eudml.org/doc/280255>.

@article{HenrykGacki2004,
abstract = {A new sufficient condition for the asymptotic stability of a locally Lipschitzian Markov semigroup acting on the space of signed measures $ _\{sig\}$ is proved. This criterion is applied to the semigroup of Markov operators generated by a Poisson driven stochastic differential equation.},
author = {Henryk Gacki},
journal = {Bulletin of the Polish Academy of Sciences. Mathematics},
keywords = {existence of an invariant measure; uniqueness of the invariant measure; Poisson driven stochastic differential equation},
language = {eng},
number = {2},
pages = {211-222},
title = {Kantorovich-Rubinstein Maximum Principle in the Stability Theory of Markov Semigroups},
url = {http://eudml.org/doc/280255},
volume = {52},
year = {2004},
}

TY - JOUR
AU - Henryk Gacki
TI - Kantorovich-Rubinstein Maximum Principle in the Stability Theory of Markov Semigroups
JO - Bulletin of the Polish Academy of Sciences. Mathematics
PY - 2004
VL - 52
IS - 2
SP - 211
EP - 222
AB - A new sufficient condition for the asymptotic stability of a locally Lipschitzian Markov semigroup acting on the space of signed measures $ _{sig}$ is proved. This criterion is applied to the semigroup of Markov operators generated by a Poisson driven stochastic differential equation.
LA - eng
KW - existence of an invariant measure; uniqueness of the invariant measure; Poisson driven stochastic differential equation
UR - http://eudml.org/doc/280255
ER -