Loewner Theory for Bernstein Functions I: Evolution Families and Differential Equations

Abstract

One-parameter semigroups of holomorphic functions appear naturally in various applications of Complex Analysis, and in particular, in the theory of (temporally) homogeneous branching processes. A suitable analogue of one-parameter semigroups in the inhomogeneous setting is the notion of a (reverse) evolution family. In this paper we study evolution families formed by Bernstein functions, which play the role of Laplace exponents for inhomogeneous continuous-state branching processes. In particular, we characterize all Herglotz vector fields that generate such evolution families and give a complex-analytic proof of a qualitative description equivalent to Silverstein’s representation formula for the infinitesimal generators of one-parameter semigroups of Bernstein functions. We also establish a sufficient condition for families of Bernstein functions, satisfying the algebraic part in the definition of an evolution family, to be absolutely continuous and hence to be described as solutions to the generalized Loewner–Kufarev differential equation. Most of these results are then applied in the sequel paper [35] to study continuous-state branching processes.