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Author Schilling, René L.

Title Bernstein functions : theory and applications / René L. Schilling, Renming Song, Zoran Vondraček
Published Berlin : W. De Gruyter, [2010]
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Description 1 online resource (xi, 313 pages) : illustrations
Series De Gruyter studies in mathematics ; 37
De Gruyter studies in mathematics ; 37
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
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 co
Analysis Bernstein functions
Bibliography Includes bibliographical references (pages 291-308) and index
Notes Print version record
Subject Analytic functions.
Monotonic functions.
Form Electronic book
Author Song, Renming, 1963-
Vondraček, Zoran, 1959-
ISBN 3110215314 (electronic bk.)
9783110215311 (electronic bk.)