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Bernstein functions : theory and applications / Rene L. Schilling, Renming Song, Zoran Vondracek.
- Format:
- Book
- Author/Creator:
- Schilling, René L.
- Series:
- De Gruyter studies in mathematics ; 37.
- De Gruyter studies in mathematics ; 37
- Language:
- English
- Subjects (All):
- Analytic functions.
- Monotonic functions.
- Physical Description:
- 1 online resource (327 p.)
- Edition:
- 1st ed.
- Place of Publication:
- Berlin : Walter De Gruyter, c2010.
- Language Note:
- English
- 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.
- Contents:
- 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
- Notes:
- Description based upon print version of record.
- Includes bibliographical references (p. [291]-308) and index.
- ISBN:
- 9786612714696
- 9781282714694
- 1282714694
- 9783110215311
- 3110215314
- OCLC:
- 651047685
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