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 : 16 | Download : 11

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