CONSTRUCTION OF Q PROCESSES SATISFYING KOLMOGOROFF'S BACKWARD EQUATIONS IN SINGLE EXIT CASE OR FORWARD EQUATIONS IN SINGLE ENTRANCE CASE

In Refs. [2], [4]—[6] on the construction of Q processes it is assumed that matrix Q is conservative. The nonconservative case was dealt with only in a few papers, such as Refs. [3], [7], (8)If we are interested in the construction of Q processes which satisfy the backward equations, the nonconservative case may be reduced to