A representation for the Kantorovich--Rubinstein distance on the abstract Wiener space
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🧮 math.PR
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abstractdistancekantorovich--rubinsteinrepresentationspacewienerdivergenceextended
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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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