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$\newcommand{\diff}{ \, \mathrm d}$ Let $X,Y$ be Polish spaces, $\mathcal C_b(X)$ the space of all real-valued bounded continuous functions on $X$, $\mathcal P(X)$ the space of Borel probability ...

Let $p \in [1, \infty)$. Let $\mathcal P_p(\mathbb R^d)$ be the space of all Borel probability measures on $\mathbb R^d$ with finite $p$-th moments. Let $D_p$ be the collection of all Borel measurable ...