UID:
almafu_9958353861102883
Format:
1 online resource (324p.)
ISBN:
9783110215311
Series Statement:
De Gruyter Studies in Mathematics ; 37
Content:
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.
Note:
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
,
In English.
Language:
English
DOI:
10.1515/9783110215311
URL:
https://doi.org/10.1515/9783110215311
URL:
https://doi.org/10.1515/9783110215311
