I am reading the paper A non-local algorithm for image denoising that describes the original non-local means algorithm. They define (p. 3 of the pdf) the distance between two square fixed neighbourhoods of two pixels as
\begin{align} \|v(\mathcal{N}_i) - v(\mathcal{N}_j) \|_{2, a}^2 \end{align}
where $a> 0$ is the standard deviation of the Guassian kernel. However, I don't understand this notation. How is the Gaussian kernel used in the formulation? How is it related to the Euclidean distance?
I would appreciate if someone more familiar with image processing and computer vision and all this notation can give me an explanation.