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Obtainment of transition probabilities Pg (S,t) from the kolmogorov equation under the special case feller-arley process - MaRDI portal

Obtainment of transition probabilities Pg (S,t) from the kolmogorov equation under the special case feller-arley process (Q5693056)

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scientific article; zbMATH DE number 2210121
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Obtainment of transition probabilities Pg (S,t) from the kolmogorov equation under the special case feller-arley process
scientific article; zbMATH DE number 2210121

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    Obtainment of transition probabilities Pg (S,t) from the kolmogorov equation under the special case feller-arley process (English)
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    28 September 2005
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    instantaneous
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    transition rates and moment generating function
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    birth and death processes
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    Kolmogorov's forward equation
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