A representation for the Kantorovich--Rubinstein distance on the abstract Wiener space
Probability
2016-08-26 v1
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.
Keywords
Cite
@article{arxiv.1608.07124,
title = {A representation for the Kantorovich--Rubinstein distance on the abstract Wiener space},
author = {Georgii Riabov},
journal= {arXiv preprint arXiv:1608.07124},
year = {2016}
}