All Questions

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 ...

I know that the Wiener measure for the Brownian motion $\{B_t\}_{t\ge 0}$ on the probability space $(\Omega, \mathscr{F},P)$ can be defined as $\mu=P\circ B^{-1}$ acting on the sigma-algebra generated ...