Bernstein functions [[electronic resource] ] : theory and applications / / René L. Schilling, Renming Song, Zoran Vondraček

• Autore: Schilling René L
• Pubblicazione: Berlin, : Walter De Gruyter, c2010
• Descrizione fisica: 1 online resource (327 p.)
• Disciplina: 515.7
• Soggetto topico: Analytic functions; Monotonic functions
• Soggetto non controllato: Bernstein Functions; Complete Bernstein Functions; Completely Monotone Function; Laplace Transform; Stieltjes Function/Transform
• Classificazione: SK 420
• Altri autori: SongRenming <1963-> VondračekZoran <1959->
• Note generali: Description based upon print version of record.
• Nota di bibliografia: Includes bibliographical references (p. [291]-308) and index.
• Nota di contenuto: 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
• Sommario/riassunto: 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.
• Titolo autorizzato: Bernstein functions
• ISBN: 1-282-71469-4; 9786612714696; 3-11-021531-4
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 9910792334003321
• Lo trovi qui: Univ. Federico II
• Serie: De Gruyter studies in mathematics ; ; 37.