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arXiv:1608.07124 [math.PR]AbstractReferencesReviewsResources

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

Georgii Riabov

Published 2016-08-25Version 1

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.

Categories: math.PR
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