Bernstein Functions : : Theory and Applications / / René L. Schilling, Renming Song, Zoran Vondracek.

This text is a self-contained and unified approach to Bernstein functions and their subclasses, bringing together old and establishing new connections. Applications of Bernstein functions in different fields of mathematics are given, with special attention to interpretations in probability theory. A...

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Bibliographic Details
Superior document:Title is part of eBook package: De Gruyter DG Studies in Mathematics eBook-Package
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Place / Publishing House:Berlin ;, Boston : : De Gruyter, , [2009]
©2010
Year of Publication:2009
Language:English
Series:De Gruyter Studies in Mathematics , 37
Online Access:
Physical Description:1 online resource (313 p.)
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Description
Other title:Frontmatter --
Contents --
1 Completely monotone functions --
2 Stieltjes functions --
3 Bernstein functions --
4 Positive and negative definite functions --
5 A probabilistic intermezzo --
6 Complete Bernstein functions: representation --
7 Complete Bernstein functions: properties --
8 Thorin–Bernstein functions --
9 A second probabilistic intermezzo --
10 Special Bernstein functions and potentials --
11 The spectral theorem and operator monotonicity --
12 Subordination and Bochner’s functional calculus --
13 Potential theory of subordinate killed Brownian motion --
14 Applications to generalized diffusions --
15 Examples of complete Bernstein functions --
Backmatter
Summary:This text is a self-contained and unified approach to Bernstein functions and their subclasses, bringing together old and establishing new connections. Applications of Bernstein functions in different fields of mathematics are given, with special attention to interpretations in probability theory. An extensive list of complete Bernstein functions with their representations is provided. A self-contained and unified approach to the topic With applications to various fields of mathematics, such as probability theory, potential theory, operator theory, integral equations, functional calculi and complex analysis With an extensive list of complete Bernstein functions. Additional material and corrections can be found on the authors' website.
Format:Mode of access: Internet via World Wide Web.
ISBN:9783110215311
9783110494938
9783110238570
9783110238471
9783110637205
ISSN:0179-0986 ;
DOI:10.1515/9783110215311
Access:restricted access
Hierarchical level:Monograph
Statement of Responsibility: René L. Schilling, Renming Song, Zoran Vondracek.