Kantorovich–Rubinstein Maximum Principle in the Stability Theory of Markov Semigroups
Volume 52 / 2004
Bulletin Polish Acad. Sci. Math. 52 (2004), 211-222
MSC: Primary 60H10; Secondary 37J25.
DOI: 10.4064/ba52-2-11
Abstract
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.
