\documentclass[preview,border=1pt]{standalone}
\usepackage{amsmath,amssymb,amsthm}


\begin{document}

\[
\bigg\{(x,y)\in\mathbb{R}^2 \mid (x-y)\big(f(x,y)\big(x+g(x-y,s)\big)-2s\big)<3s \ \forall\ s\in\bigg[\int_0^1e^{-t^2}dt, \frac{5}{2}\bigg]\bigg\}
\]
\end{document}