Bernstein Functions: Theory and ApplicationsBernstein functions appear in various fields of mathematics, e.g. probability theory, potential theory, operator theory, functional analysis and complex analysis – often with different definitions and under different names. Among the synonyms are `Laplace exponent' instead of Bernstein function, and complete Bernstein functions are sometimes called `Pick functions', `Nevanlinna functions' or `operator monotone functions'. This monograph – now in its second revised and extended edition – offers a self-contained and unified approach to Bernstein functions and closely related function classes, bringing together old and establishing new connections. For the second edition the authors added a substantial amount of new material. As in the first edition Chapters 1 to 11 contain general material which should be accessible to non-specialists, while the later Chapters 12 to 15 are devoted to more specialized topics. An extensive list of complete Bernstein functions with their representations is provided. |
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Inhalt
1 | |
16 | |
21 | |
4 Positive and negative definite functions | 35 |
5 A probabilistic intermezzo | 48 |
6 Complete Bernstein functions | 69 |
7 Properties of complete Bernstein functions | 92 |
8 ThorinBernstein functions | 109 |
11 Special Bernstein functions and potentials | 159 |
12 The spectral theorem and operator monotonicity | 179 |
13 Subordination and Bochners functional calculus | 200 |
14 Potential theory of subordinate killed Brownian motion | 257 |
15 Applications to generalized diffusions | 268 |
16 Examples of complete Bernstein functions | 299 |
Appendix | 374 |
383 | |
9 A second probabilistic intermezzo | 117 |
10 Transformations of Bernstein functions | 131 |
406 | |
Andere Ausgaben - Alle anzeigen
Bernstein Functions: Theory and Applications René L. Schilling,Renming Song,Zoran Vondraček Keine Leseprobe verfügbar - 2010 |
Bernstein Functions: Theory and Applications René L. Schilling,Renming Song,Zoran Vondraček Keine Leseprobe verfügbar - 2012 |
Bernstein Functions: Theory and Applications René L. Schilling,Renming Song,Zoran Vondraček Keine Leseprobe verfügbar - 2012 |