运用不动点方法与耦合技巧得到一般状态空间上Markov过程平稳分布存在 唯一性和KRW概率距离下的稳定性判据. 作为应用,讨论了扩散过程的稳定性.

In this paper, by fixed point methods and coupling techniques, we obtain some sufficient conditions which guarantee the existence and uniqueness of stationary distribution and the stability properties in KRW probability metric for a Markov process on a general state space. Then, the results are applied to study the stability of a diffusion process.