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arXiv · 1608.07124

A representation for the Kantorovich--Rubinstein distance on the abstract Wiener space

Georgii Riabov
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Abstract

A representation for the Kantorovich--Rubinstein distance between probability measures on an abstract Wiener space in terms of the extended stochastic integral (or, divergence) operator is obtained.

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Georgii Riabov. 2016-08-25. A representation for the Kantorovich--Rubinstein distance on the abstract Wiener space. https://arxiv.org/abs/1608.07124

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