Bernstein functions : theory and applications

Bernstein functions : theory and applications / René L. Schilling, Renming Song, Zoran Vondraček.

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
Main Author: Schilling, René L.
Other Authors: Song, Renming, 1963-, Vondraček, Zoran, 1959-
Format: eBook
Language:English
Published: Berlin : W. De Gruyter, ©2010.
Series:De Gruyter studies in mathematics ; 37.
Subjects:
Analytic functions.
Monotonic functions.
MATHEMATICS > Functional Analysis.
Analytic functions
Monotonic functions
Bernstein-Funktion
Online Access:Click for online access
Table of 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.

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