Bernstein functions : theory and applications
René L. Schilling (Author), Renming Song (Author), Zoran Vondraček (Author)
This secondrevised andextendededition of the self-contained and unified approach to Bernstein functions and their subclassesbrings together old and establishs new connections. Applications of Bernstein functions in different fields of mathematics (such as probability theory, potential theory, operator theory, integral equations, functional calculi, and complex analysis) are given, with special attention to interpretations in probability theory. An extensive list of complete Bernstein functions with their representations is provided
1 online resource.
9783110252293, 9781283856751, 9783110269338, 3110252295, 1283856751, 3110269333
820121236
Completely monotone functions
Stieltjes functions
Bernstein functions
Positive and negative definite functions
probabilistic intermezzo
Complete Bernstein functions Thorin-Bernstein functions
A second probabilistic intermezzo
Special Bernstein functions and potentials
The spectral theorem and operator monotonicity
Subordination and Bochner's functional calculus
Potential theory of subordinate killed Brownian motion
Applications to generalized diffusions
Examples of complete Bernstein functions
English
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