Bernstein functions: theory and applications
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Bibliographic Details
Main Author: Schilling, René L. (Author)
Format: Electronic eBook
Language:English
Published: Berlin W. De Gruyter ©2010
Series:De Gruyter studies in mathematics 37
Subjects:
Online Access:FAW01
FAW02
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Item Description:Illustrations on p.3 of cover
Includes bibliographical references (pages 291-308) and index
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
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 co
Physical Description:1 Online-Ressource (xi, 313 pages)
ISBN:3110215314
9783110215311

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