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

2016/08/25 by Georgii Riabov, Riabov, Georgii
Mathematics · Physics and Astronomy · #Advanced Differential Geometry Research #FOS: Mathematics #Mathematical Analysis and Transform Methods #Point processes and geometric inequalities #Probability (math.PR) #Quantum Mechanics and Applications #advanced mathematical theories #math.PR

paper · pdf · doi:10.48550/arxiv.1608.07124

arxiv created 2016/08/25 · openalex publication_date 2016/08/25 · arxiv updated 2016/08/26 · openalex created_date 2022/10/04 · openalex updated_date 2026/07/28

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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