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Bernstein functions [[electronic resource] ] : theory and applications / / by Rene L. Schilling, Renming Song, Zoran Vondracek
| Bernstein functions [[electronic resource] ] : theory and applications / / by Rene L. Schilling, Renming Song, Zoran Vondracek |
| Autore | Schilling René L |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Berlin, : De Gruyter, c2012 |
| Descrizione fisica | 1 online resource (424 p.) |
| Disciplina | 515/.8 |
| Altri autori (Persone) |
SongRenming <1963->
VondračekZoran <1959-> |
| Collana | De Gruyter Studies in Mathematics |
| Soggetto topico |
Analytic functions
Monotonic functions Quasianalytic functions |
| Soggetto genere / forma | Electronic books. |
| ISBN |
3-11-026900-7
1-283-85675-1 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Front matter -- Preface to the second edition -- Preface -- Contents -- Index of notation -- Chapter 1. Laplace transforms and completely monotone functions -- Chapter 2. Stieltjes functions -- Chapter 3. Bernstein functions -- Chapter 4. Positive and negative definite functions -- Chapter 5. A probabilistic intermezzo -- Chapter 6. Complete Bernstein functions -- Chapter 7. Properties of complete Bernstein functions -- Chapter 8. Thorin-Bernstein functions -- Chapter 9. A second probabilistic intermezzo -- Chapter 10. Transformations of Bernstein functions -- Chapter 11. Special Bernstein functions and potentials -- Chapter 12. The spectral theorem and operator monotonicity -- Chapter 13. Subordination and Bochner's functional calculus -- Chapter 14. Potential theory of subordinate killed Brownian motion -- Chapter 15. Applications to generalized diffusions -- Chapter 16. Examples of complete Bernstein functions -- Appendix -- Bibliography -- Index |
| Record Nr. | UNINA-9910462980303321 |
Schilling René L
|
||
| Berlin, : De Gruyter, c2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Bernstein functions [[electronic resource] ] : theory and applications / / by Rene L. Schilling, Renming Song, Zoran Vondracek
| Bernstein functions [[electronic resource] ] : theory and applications / / by Rene L. Schilling, Renming Song, Zoran Vondracek |
| Autore | Schilling René L |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Berlin, : De Gruyter, c2012 |
| Descrizione fisica | 1 online resource (424 p.) |
| Disciplina | 515/.8 |
| Altri autori (Persone) |
SongRenming <1963->
VondračekZoran <1959-> |
| Collana | De Gruyter Studies in Mathematics |
| Soggetto topico |
Analytic functions
Monotonic functions Quasianalytic functions |
| Soggetto non controllato |
Bernstein Function
Monotone Function Probability Measure Semigroup Theory |
| ISBN |
3-11-026900-7
1-283-85675-1 |
| Classificazione | SK 420 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Front matter -- Preface to the second edition -- Preface -- Contents -- Index of notation -- Chapter 1. Laplace transforms and completely monotone functions -- Chapter 2. Stieltjes functions -- Chapter 3. Bernstein functions -- Chapter 4. Positive and negative definite functions -- Chapter 5. A probabilistic intermezzo -- Chapter 6. Complete Bernstein functions -- Chapter 7. Properties of complete Bernstein functions -- Chapter 8. Thorin-Bernstein functions -- Chapter 9. A second probabilistic intermezzo -- Chapter 10. Transformations of Bernstein functions -- Chapter 11. Special Bernstein functions and potentials -- Chapter 12. The spectral theorem and operator monotonicity -- Chapter 13. Subordination and Bochner's functional calculus -- Chapter 14. Potential theory of subordinate killed Brownian motion -- Chapter 15. Applications to generalized diffusions -- Chapter 16. Examples of complete Bernstein functions -- Appendix -- Bibliography -- Index |
| Record Nr. | UNINA-9910786435503321 |
|
Schilling René L
|
||
| Berlin, : De Gruyter, c2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Bernstein functions [[electronic resource] ] : theory and applications / / by Rene L. Schilling, Renming Song, Zoran Vondracek
| Bernstein functions [[electronic resource] ] : theory and applications / / by Rene L. Schilling, Renming Song, Zoran Vondracek |
| Autore | Schilling René L |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Berlin, : De Gruyter, c2012 |
| Descrizione fisica | 1 online resource (424 p.) |
| Disciplina | 515/.8 |
| Altri autori (Persone) |
SongRenming <1963->
VondračekZoran <1959-> |
| Collana | De Gruyter Studies in Mathematics |
| Soggetto topico |
Analytic functions
Monotonic functions Quasianalytic functions |
| Soggetto non controllato |
Bernstein Function
Monotone Function Probability Measure Semigroup Theory |
| ISBN |
3-11-026900-7
1-283-85675-1 |
| Classificazione | SK 420 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Front matter -- Preface to the second edition -- Preface -- Contents -- Index of notation -- Chapter 1. Laplace transforms and completely monotone functions -- Chapter 2. Stieltjes functions -- Chapter 3. Bernstein functions -- Chapter 4. Positive and negative definite functions -- Chapter 5. A probabilistic intermezzo -- Chapter 6. Complete Bernstein functions -- Chapter 7. Properties of complete Bernstein functions -- Chapter 8. Thorin-Bernstein functions -- Chapter 9. A second probabilistic intermezzo -- Chapter 10. Transformations of Bernstein functions -- Chapter 11. Special Bernstein functions and potentials -- Chapter 12. The spectral theorem and operator monotonicity -- Chapter 13. Subordination and Bochner's functional calculus -- Chapter 14. Potential theory of subordinate killed Brownian motion -- Chapter 15. Applications to generalized diffusions -- Chapter 16. Examples of complete Bernstein functions -- Appendix -- Bibliography -- Index |
| Record Nr. | UNINA-9910813607903321 |
|
Schilling René L
|
||
| Berlin, : De Gruyter, c2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Bernstein functions [[electronic resource] ] : theory and applications / / René L. Schilling, Renming Song, Zoran Vondraček
| Bernstein functions [[electronic resource] ] : theory and applications / / René L. Schilling, Renming Song, Zoran Vondraček |
| Autore | Schilling René L |
| Pubbl/distr/stampa | Berlin, : Walter De Gruyter, c2010 |
| Descrizione fisica | 1 online resource (327 p.) |
| Disciplina | 515.7 |
| Altri autori (Persone) |
SongRenming <1963->
VondračekZoran <1959-> |
| Collana | De Gruyter studies in mathematics |
| Soggetto topico |
Analytic functions
Monotonic functions |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-282-71469-4
9786612714696 3-11-021531-4 |
| Classificazione | SK 420 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| 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 |
| Record Nr. | UNINA-9910459344703321 |
|
Schilling René L
|
||
| Berlin, : Walter De Gruyter, c2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Bernstein functions [[electronic resource] ] : theory and applications / / René L. Schilling, Renming Song, Zoran Vondraček
| Bernstein functions [[electronic resource] ] : theory and applications / / René L. Schilling, Renming Song, Zoran Vondraček |
| Autore | Schilling René L |
| Pubbl/distr/stampa | Berlin, : Walter De Gruyter, c2010 |
| Descrizione fisica | 1 online resource (327 p.) |
| Disciplina | 515.7 |
| Altri autori (Persone) |
SongRenming <1963->
VondračekZoran <1959-> |
| Collana | De Gruyter studies in mathematics |
| Soggetto topico |
Analytic functions
Monotonic functions |
| Soggetto non controllato |
Bernstein Functions
Complete Bernstein Functions Completely Monotone Function Laplace Transform Stieltjes Function/Transform |
| ISBN |
1-282-71469-4
9786612714696 3-11-021531-4 |
| Classificazione | SK 420 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| 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 |
| Record Nr. | UNINA-9910792334003321 |
|
Schilling René L
|
||
| Berlin, : Walter De Gruyter, c2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Bernstein functions [[electronic resource] ] : theory and applications / / René L. Schilling, Renming Song, Zoran Vondraček
| Bernstein functions [[electronic resource] ] : theory and applications / / René L. Schilling, Renming Song, Zoran Vondraček |
| Autore | Schilling René L |
| Pubbl/distr/stampa | Berlin, : Walter De Gruyter, c2010 |
| Descrizione fisica | 1 online resource (327 p.) |
| Disciplina | 515.7 |
| Altri autori (Persone) |
SongRenming <1963->
VondračekZoran <1959-> |
| Collana | De Gruyter studies in mathematics |
| Soggetto topico |
Analytic functions
Monotonic functions |
| Soggetto non controllato |
Bernstein Functions
Complete Bernstein Functions Completely Monotone Function Laplace Transform Stieltjes Function/Transform |
| ISBN |
1-282-71469-4
9786612714696 3-11-021531-4 |
| Classificazione | SK 420 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| 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 |
| Record Nr. | UNINA-9910814219503321 |
|
Schilling René L
|
||
| Berlin, : Walter De Gruyter, c2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Brownian motion [[electronic resource] ] : an introduction to stochastic processes / / René L. Schilling, Lothar Partzsch ; with a chapter on simulation by Björn Böttcher
| Brownian motion [[electronic resource] ] : an introduction to stochastic processes / / René L. Schilling, Lothar Partzsch ; with a chapter on simulation by Björn Böttcher |
| Autore | Schilling René L |
| Pubbl/distr/stampa | Berlin ; ; Boston, : De Gruyter, c2012 |
| Descrizione fisica | 1 online resource (396 p.) |
| Disciplina | 519.2/33 |
| Altri autori (Persone) |
PartzschLothar <1945->
BöttcherBjörn |
| Collana | De Gruyter graduate |
| Soggetto topico |
Brownian motion processes
Stochastic processes |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-283-85795-2
3-11-027898-7 |
| Classificazione | SK 820 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Front matter -- Preface -- Contents -- Dependence chart -- Index of notation -- Chapter 1. Robert Brown's new thing -- Chapter 2. Brownian motion as a Gaussian process -- Chapter 3. Constructions of Brownian motion -- Chapter 4. The canonical model -- Chapter 5. Brownian motion as a martingale -- Chapter 6. Brownian motion as a Markov process -- Chapter 7. Brownian motion and transition semigroups -- Chapter 8. The PDE connection -- Chapter 9. The variation of Brownian paths -- Chapter 10. Regularity of Brownian paths -- Chapter 11. The growth of Brownian paths -- Chapter 12. Strassen's Functional Law of the Iterated Logarithm -- Chapter 13. Skorokhod representation -- Chapter 14. Stochastic integrals: L2-Theory -- Chapter 15. Stochastic integrals: beyond L2T -- Chapter 16. Itô's formula -- Chapter 17. Applications of Itô's formula -- Chapter 18. Stochastic differential equations -- Chapter 19. On diffusions -- Chapter 20. Simulation of Brownian motion / Böttcher, Björn -- Appendix -- Index |
| Record Nr. | UNINA-9910462432503321 |
|
Schilling René L
|
||
| Berlin ; ; Boston, : De Gruyter, c2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Brownian motion [[electronic resource] ] : an introduction to stochastic processes / / René L. Schilling, Lothar Partzsch ; with a chapter on simulation by Björn Böttcher
| Brownian motion [[electronic resource] ] : an introduction to stochastic processes / / René L. Schilling, Lothar Partzsch ; with a chapter on simulation by Björn Böttcher |
| Autore | Schilling René L |
| Pubbl/distr/stampa | Berlin ; ; Boston, : De Gruyter, c2012 |
| Descrizione fisica | 1 online resource (396 p.) |
| Disciplina | 519.2/33 |
| Altri autori (Persone) |
PartzschLothar <1945->
BöttcherBjörn |
| Collana | De Gruyter graduate |
| Soggetto topico |
Brownian motion processes
Stochastic processes |
| Soggetto non controllato |
Brownian Motion
Numerical Simulation Stochastic Calculus Stochastic Process |
| ISBN |
1-283-85795-2
3-11-027898-7 |
| Classificazione | SK 820 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Front matter -- Preface -- Contents -- Dependence chart -- Index of notation -- Chapter 1. Robert Brown's new thing -- Chapter 2. Brownian motion as a Gaussian process -- Chapter 3. Constructions of Brownian motion -- Chapter 4. The canonical model -- Chapter 5. Brownian motion as a martingale -- Chapter 6. Brownian motion as a Markov process -- Chapter 7. Brownian motion and transition semigroups -- Chapter 8. The PDE connection -- Chapter 9. The variation of Brownian paths -- Chapter 10. Regularity of Brownian paths -- Chapter 11. The growth of Brownian paths -- Chapter 12. Strassen's Functional Law of the Iterated Logarithm -- Chapter 13. Skorokhod representation -- Chapter 14. Stochastic integrals: L2-Theory -- Chapter 15. Stochastic integrals: beyond L2T -- Chapter 16. Itô's formula -- Chapter 17. Applications of Itô's formula -- Chapter 18. Stochastic differential equations -- Chapter 19. On diffusions -- Chapter 20. Simulation of Brownian motion / Böttcher, Björn -- Appendix -- Index |
| Record Nr. | UNINA-9910790493303321 |
|
Schilling René L
|
||
| Berlin ; ; Boston, : De Gruyter, c2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Brownian motion [[electronic resource] ] : an introduction to stochastic processes / / René L. Schilling, Lothar Partzsch ; with a chapter on simulation by Björn Böttcher
| Brownian motion [[electronic resource] ] : an introduction to stochastic processes / / René L. Schilling, Lothar Partzsch ; with a chapter on simulation by Björn Böttcher |
| Autore | Schilling René L |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Berlin ; ; Boston, : De Gruyter, c2012 |
| Descrizione fisica | 1 online resource (396 p.) |
| Disciplina | 519.2/33 |
| Altri autori (Persone) |
PartzschLothar <1945->
BöttcherBjörn |
| Collana | De Gruyter graduate |
| Soggetto topico |
Brownian motion processes
Stochastic processes |
| Soggetto non controllato |
Brownian Motion
Numerical Simulation Stochastic Calculus Stochastic Process |
| ISBN |
1-283-85795-2
3-11-027898-7 |
| Classificazione | SK 820 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Front matter -- Preface -- Contents -- Dependence chart -- Index of notation -- Chapter 1. Robert Brown's new thing -- Chapter 2. Brownian motion as a Gaussian process -- Chapter 3. Constructions of Brownian motion -- Chapter 4. The canonical model -- Chapter 5. Brownian motion as a martingale -- Chapter 6. Brownian motion as a Markov process -- Chapter 7. Brownian motion and transition semigroups -- Chapter 8. The PDE connection -- Chapter 9. The variation of Brownian paths -- Chapter 10. Regularity of Brownian paths -- Chapter 11. The growth of Brownian paths -- Chapter 12. Strassen's Functional Law of the Iterated Logarithm -- Chapter 13. Skorokhod representation -- Chapter 14. Stochastic integrals: L2-Theory -- Chapter 15. Stochastic integrals: beyond L2T -- Chapter 16. Itô's formula -- Chapter 17. Applications of Itô's formula -- Chapter 18. Stochastic differential equations -- Chapter 19. On diffusions -- Chapter 20. Simulation of Brownian motion / Böttcher, Björn -- Appendix -- Index |
| Record Nr. | UNINA-9910812145603321 |
|
Schilling René L
|
||
| Berlin ; ; Boston, : De Gruyter, c2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||