We deal with the initial value problem for countably infinite linear systems of ordinary differential equations of the form y '( t ) = A ( t ) y ( t ) where A ( t ) = ( a ij ( t ): i , j S 1) is a measurable, infinite and essentially positive matrix, i.e., a ij ( t ) S 0 for i p j . The main novelty of our approach is the systematic use of a classical comparison theorem for finite linear systems which leads easily to the existence of a nonnegative minimal solution and its properties. Application to generalized stochastic birth and death processes produces criteria for honest and dishonest probability distributions. A short proof of the Kolmogorov and Chapman-Kolmogorov equations for stochastic processes follows. The results hold for L 1 -coefficients. Our method extends to nonlinear infinite systems of quasimonotone type and can be used for numerical procedures that yield exact results; cf. the Addendum.
Infinite Quasimonotone Systems of Ordinary Differential Equations with Applications to Stochastic Processes
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