### A representation for the Kantorovich--Rubinstein distance defined by the Cameron--Martin norm of a Gaussian measure on a Banach space

**G. V. Riabov**

*Theory of Stochastic Processes*

*Vol.21 (37), no.2, 2016, pp.84-90*

A representation for the Kantorovich--Rubinstein distance between probability measures on a separable Banach space X in the case when this distance is defined by the Cameron--Martin norm of a centered Gaussian measure μ on X is obtained in terms of the extended stochastic integral (or divergence) operator.