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Mar 9, 2019 at 17:12 history edited YCor
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Apr 13, 2017 at 12:19 history edited CommunityBot
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Oct 3, 2016 at 17:56 comment added Nate Eldredge In particular, any of those metrics which induce the weak topology on the space of probability measures should give you what you desire: that the law of $X_t$ varies continuously with $\sigma$.
Oct 3, 2016 at 9:22 history edited The Bridge CC BY-SA 3.0
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Sep 13, 2016 at 10:19 comment added Aryeh Kontorovich Here's a decent start: math.hmc.edu/~su/papers.dir/metrics.pdf
Sep 13, 2016 at 8:44 history asked The Bridge CC BY-SA 3.0