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Let $W=C_0([0,1],\mathbb R^d)$ be the classical Wiener space equipped with $\mu$ the Wiener measure. If $F:W\to\mathbb R$ is a cylindrical function of the form \begin{align*} F(w)=f(W_{t_1}(w),\cdots,...

I would be interested in references on the topic of distances between probability measures that are singular with one another and not reduced to trivial ones. For example from here we know that total ...