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LU-type factorizations and Darboux transformations for continuous-time birth--death processes

Arcia-Manoleskos, José et al.
arXiv (All) · Papers
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33c45classical-analysis-and-odesprobability
We study LU-type factorizations of the infinitesimal generator of a possibly nonconservative birth--death process on $\mathbb{N}_0$, and characterize those for which the corresponding Darboux transformations, obtained by reversing the order of the factors, are again infinitesimal generators of birth
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