On the construction problem for uni-instantaneous bilateral birth-death processes
Liu, Qing-Ping
J. Math. Kyoto Univ., Tome 46 (2006) no. 4, p. 187-229 / Harvested from Project Euclid
Let $E = \{\ldots ,-2,-1, 0, 1, 2, \ldots \}$. Given a uni-instantaneous bilateral birth-death pre-generator matrix $Q = (q_{ij})$ defined on $E \times E$, we investigate the existence conditions for the corresponding birth-death $Q$-processes, and furthermore, construct all the processes when the existence conditions are satisfied. In addition, the uniqueness of the honest $Q$-processes are investigated as well.
Publié le : 2006-05-15
Classification:  60J80
@article{1250283007,
     author = {Liu, Qing-Ping},
     title = {On the construction problem for uni-instantaneous bilateral birth-death processes},
     journal = {J. Math. Kyoto Univ.},
     volume = {46},
     number = {4},
     year = {2006},
     pages = { 187-229},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1250283007}
}
Liu, Qing-Ping. On the construction problem for uni-instantaneous bilateral birth-death processes. J. Math. Kyoto Univ., Tome 46 (2006) no. 4, pp.  187-229. http://gdmltest.u-ga.fr/item/1250283007/