A representation of the Kantorovich-Functional

descriptionPublicationkeyboard_double_arrow_right Article 01 Jan 1996 English Publisher:Springer Science and Business Media LLCJournal:Journal of Theoretical Probability, volume 9, pages 87-103 (issn: 0894-9840, eissn: 1572-9230,

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Authors: Rost, Daniel; Wieckenberg, Christian;

doi: 10.1007/bf02213735

A representation of the Kantorovich-Functional

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Abstract

A proof of the duality theorem for the Kantorovich functional is given on metric spaces for functions satisfying certain continuity type conditions. The proof uses some ideas of the proof of the classical Kantorovich-Rubinstein theorem given by \textit{Dudley} and \textit{Neven} (1980).

Related Organizations

Ludwig-Maximilians-Universität München
Germany
Technical University of Munich
Germany

Keywords

Probability measures on topological spaces, Probabilistic measure theory, Kantorovich-Rubinstein theorem, duality theorem

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