Abstract
Recently, Billard (1973) derived a solution to the forward equations of the general stochastic model. This solution contains some recursively defined constants. In this paper we solve these forward equations along each of the paths the process can follow to absorption. A convenient method of combining the solutions for the different paths results in a simplified non-recursive expression for the transition probabilities of the process.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
13 articles.
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