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  • Communications Faculty of Sciences University Ankara Series A1 Mathematics and Statistics
  • Volume:53 Issue:02
  • Obtainment of transition probabilities Pg (S,t) from the kolmogorov equation under the special case ...

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

Authors : F ARSLAN
Pages : 43-52
Doi:10.1501/Commua1_0000000339
View : 15 | Download : 10
Publication Date : 2004-01-01
Article Type : Research Paper
Abstract :This paper obtains Feller- Arley non-homogeneous birth and death process by using transition probabilities and hence Kolmogorov’s fonvard eçuation. For the purpose, we first derive the relevant
Keywords : Obtainment pf transition, Kolmogorov equation, Special case feller

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