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Bernstein functions : theory and applications /
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. A...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Berlin :
W. De Gruyter,
©2010.
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| Colección: | De Gruyter studies in mathematics ;
37. |
| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- 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.