The Borell-Ehrhard game

DOI10.1007/s00440-017-0762-4zbMath1429.60041arXiv1605.00285OpenAlexW2346144059MaRDI QIDQ2413238

Ramon van Handel

Publication date: 10 April 2018

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1605.00285

zbMATH Keywords

convexitystochastic gamesGaussian measuresEhrhard inequality

Mathematics Subject Classification ID

Gaussian processes (60G15) Inequalities and extremum problems involving convexity in convex geometry (52A40) Stochastic games, stochastic differential games (91A15) Functional inequalities, including subadditivity, convexity, etc. (39B62)

Related Items

The equality cases of the Ehrhard-Borell inequality, Nonexponential Sanov and Schilder theorems on Wiener space: BSDEs, Schrödinger problems and control, An Interpolation Proof of Ehrhard’s Inequality, On the tightness of Gaussian concentration for convex functions, Deviation inequalities for convex functions motivated by the Talagrand conjecture

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