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Problem of exact solutions of Kolmogorov equations for Markov processes with discrete states - MaRDI portal

Problem of exact solutions of Kolmogorov equations for Markov processes with discrete states (Q2719539)

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scientific article; zbMATH DE number 1609761
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Problem of exact solutions of Kolmogorov equations for Markov processes with discrete states
scientific article; zbMATH DE number 1609761

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    25 June 2001
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    discrete Markov process
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    Kolmogorov equations
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    Problem of exact solutions of Kolmogorov equations for Markov processes with discrete states (English)
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    The paper addresses time homogeneous random Markov process \(\mu_t\), \( t\in [0,\infty)\), of death of particles of quadratic type. The author establishes explicit expressions for the transient probabilities by applying special functions. The property of branching of the transient probabilities is discussed.
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