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Record Nr. |
UNINA9910459344703321 |
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Autore |
Schilling René L |
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Titolo |
Bernstein functions [[electronic resource] ] : theory and applications / / René L. Schilling, Renming Song, Zoran Vondraček |
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Pubbl/distr/stampa |
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Berlin, : Walter De Gruyter, c2010 |
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ISBN |
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1-282-71469-4 |
9786612714696 |
3-11-021531-4 |
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Descrizione fisica |
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1 online resource (327 p.) |
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Collana |
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De Gruyter studies in mathematics ; ; 37 |
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Classificazione |
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Altri autori (Persone) |
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SongRenming <1963-> |
VondračekZoran <1959-> |
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Disciplina |
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Soggetti |
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Analytic functions |
Monotonic functions |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references (p. [291]-308) and index. |
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Nota di contenuto |
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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 |
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Sommario/riassunto |
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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 |
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