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5 A probabilistic intermezzo
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René L. Schilling
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Kapitel in diesem Buch
- Frontmatter i
- Contents v
- 1 Completely monotone functions 1
- 2 Stieltjes functions 11
- 3 Bernstein functions 15
- 4 Positive and negative definite functions 25
- 5 A probabilistic intermezzo 34
- 6 Complete Bernstein functions: representation 49
- 7 Complete Bernstein functions: properties 62
- 8 Thorin–Bernstein functions 73
- 9 A second probabilistic intermezzo 80
- 10 Special Bernstein functions and potentials 92
- 11 The spectral theorem and operator monotonicity 110
- 12 Subordination and Bochner’s functional calculus 130
- 13 Potential theory of subordinate killed Brownian motion 174
- 14 Applications to generalized diffusions 185
- 15 Examples of complete Bernstein functions 214
- Backmatter 281
Kapitel in diesem Buch
- Frontmatter i
- Contents v
- 1 Completely monotone functions 1
- 2 Stieltjes functions 11
- 3 Bernstein functions 15
- 4 Positive and negative definite functions 25
- 5 A probabilistic intermezzo 34
- 6 Complete Bernstein functions: representation 49
- 7 Complete Bernstein functions: properties 62
- 8 Thorin–Bernstein functions 73
- 9 A second probabilistic intermezzo 80
- 10 Special Bernstein functions and potentials 92
- 11 The spectral theorem and operator monotonicity 110
- 12 Subordination and Bochner’s functional calculus 130
- 13 Potential theory of subordinate killed Brownian motion 174
- 14 Applications to generalized diffusions 185
- 15 Examples of complete Bernstein functions 214
- Backmatter 281
