Method of Separation of Variables for Equations of Markovian Processes of Death

Suggested in [19] method of obtaining the incomplete solution of the first and second Kolmogorov’s equations for the exponential (dual) transition probability generating function is applied to one-, two- and three-dimensional Markovian processes of death of a quadratic type. Representations in a form of Fourier series, using the generalized hyper geometric functions and Jacobi polynomials, are derived for the transition probability generating function.