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

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

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  • Ankara Üniversitesi Communications, Series A1:Mathematics and Statistics