Continuity properties of the extension of a locally Lipschitz continuous map to the space of probability measures

DOI10.1007/BF01295665zbMath0571.60069OpenAlexW2054277572MaRDI QIDQ1061418

Heinz W. Engl, Anton Wakolbinger

Publication date: 1985

Published in: Monatshefte für Mathematik (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/178239

zbMATH Keywords

Prokhorov metricLipschitz distancecontinuity propertiesfeasible choices of the regularization parameter in Tikhonov regularization

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Random operators and equations (aspects of stochastic analysis) (60H25) Spaces of measures, convergence of measures (28A33) Convergence of probability measures (60B10) Fredholm integral equations (45B05)

Related Items (2)

Convergence Rates for Linear Inverse Problems in the Presence of an Additive Normal Noise ⋮ On Lipschitz dependence in systems with differentiated inputs

Cites Work

• On Lipschitz dependence in systems with differentiated inputs
• On the gap between deterministic and stochastic ordinary differential equations
• Preservation of rates of convergence under mappings
• Probability Metrics
• Rate of convergence of an approximate solution of stochastic differential equations
• Modeling and approximation of stochastic differential equations driven by semimartingales^†
• Necessary and sufficient conditions for convergence of regularization methods for solving linear operator equations of the first kind
• Quantitative estimates for the continuity property of queueing systems of type $G|G|\infty $
• The Existence of Probability Measures with Given Marginals
• Uniformity in weak convergence
• Distances of Probability Measures and Random Variables
• On the radial projection in normed spaces
• A Simple Norm Inequality
• Preservation of Weak Convergence Under Mapping
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