On a Formula for the L2 Wasserstein Metric between Measures on Euclidean and Hilbert Spaces
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Publication:3496958
DOI10.1002/mana.19901470121zbMath0711.60003OpenAlexW2165906350MaRDI QIDQ3496958
Publication date: 1990
Published in: Mathematische Nachrichten (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/mana.19901470121
Probability distributions: general theory (60E05) Probabilistic measure theory (60A10) Probability theory on linear topological spaces (60B11)
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- Discretization of the Wiener-process in difference-methods for stochastic differential equations
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- The Frechet distance between multivariate normal distributions
- Universally measurable spaces: an invariance theorem and diverse characterizations
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