Bernstein Functions
Theory and Applications
1st Edition
Published on 22. December 2009
XI, 313 pages
978-3-11-021531-1 (ISBN)
Description
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.
More details
Other editions
New editions
E-Book
10/2012
2nd Edition
De Gruyter
€210.00
Available for download
Additional editions
Book
01/2010
1st Edition
De Gruyter
€164.95
Shipment within 7-9 days
Book
01/2010
1st Edition
De Gruyter
€169.95
Article exhausted; check different version
Persons
René Schilling, Dresden University of Technology, Germany; Renming Song, University of Illinois, Urbana, USA; Zoran Vondracek, University of Zagreb, Croatia.
Content
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
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
