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Seminar

GFA Main Seminar: Borell’s formula and applications November 09, 2017 (02:00 PM PST - 03:00 PM PST)
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Location: SLMath: Eisenbud Auditorium
Speaker(s) Joseph Lehec (Université de Paris IX (Paris-Dauphine))
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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.

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