Schilling / Song / Vondracek Bernstein Functions

Theory and Applications
1. Auflage 2010
ISBN: 978-3-11-021531-1
Verlag: De Gruyter
Format: PDF
Kopierschutz: 1 - PDF Watermark

E-Book, Englisch, Band 37, 324 Seiten, Format (B × H): 170 mm x 240 mm, Gewicht: 10 g

Reihe: De Gruyter Studies in Mathematics

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.

Zielgruppe

Researchers, Graduate Students of Mathematics; Academic Libraries

Autoren/Hrsg.

Schilling, René L.

Song, Renming

Vondracek, Zoran

Fachgebiete

• Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung
• Mathematik | Informatik Mathematik Mathematische Analysis

Inhaltsverzeichnis

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

Über Autor(innen)

René Schilling, Dresden University of Technology, Germany; Renming Song, University of Illinois, Urbana, USA; Zoran Vondracek, University of Zagreb, Croatia.