Logo

Mathematical Sciences Research Institute

Home » GFA Main Seminar: Borell’s formula and applications

Seminar

GFA Main Seminar: Borell’s formula and applications November 09, 2017 (11:00 AM PST - 12:00 PM PST)
Parent Program:
Location: MSRI: Simons Auditorium
Speaker(s) Joseph Lehec (Université de Paris IX (Paris-Dauphine))
Description No Description
Video
No Video Uploaded
Abstract/Media

Borell’s formula is a stochastic variational formula for the log-Laplace transform of a function with respect to the Gaussian measure. It turns out to have many applications to functional inequalities. In these two talks, we shall sketch a proof of the formula, describe some of the applications and discuss some extensions.

No Notes/Supplements Uploaded No Video Files Uploaded