{ "id": "1608.07124", "version": "v1", "published": "2016-08-25T13:02:49.000Z", "updated": "2016-08-25T13:02:49.000Z", "title": "A representation for the Kantorovich--Rubinstein distance on the abstract Wiener space", "authors": [ "Georgii Riabov" ], "categories": [ "math.PR" ], "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.", "revisions": [ { "version": "v1", "updated": "2016-08-25T13:02:49.000Z" } ], "analyses": { "keywords": [ "abstract wiener space", "kantorovich-rubinstein distance", "representation", "probability measures", "extended stochastic integral" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }