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

Henryk Gacki

Annales Polonici Mathematici (2005)

  • Volume: 86, Issue: 2, page 107-121
  • ISSN: 0066-2216

Abstract

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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.

How to cite

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Henryk Gacki. "On the Kantorovich-Rubinstein maximum principle for the Fortet-Mourier norm." Annales Polonici Mathematici 86.2 (2005): 107-121. <http://eudml.org/doc/280868>.

@article{HenrykGacki2005,
abstract = {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.},
author = {Henryk Gacki},
journal = {Annales Polonici Mathematici},
keywords = {Markov-Feller semigroup; signed measure},
language = {eng},
number = {2},
pages = {107-121},
title = {On the Kantorovich-Rubinstein maximum principle for the Fortet-Mourier norm},
url = {http://eudml.org/doc/280868},
volume = {86},
year = {2005},
}

TY - JOUR
AU - Henryk Gacki
TI - On the Kantorovich-Rubinstein maximum principle for the Fortet-Mourier norm
JO - Annales Polonici Mathematici
PY - 2005
VL - 86
IS - 2
SP - 107
EP - 121
AB - 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.
LA - eng
KW - Markov-Feller semigroup; signed measure
UR - http://eudml.org/doc/280868
ER -

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