Hi Stephen and Chiro,
Thank you very much for your help.
By your arguments, If I assume ρ(t) to be monotonically increasing by assuming f(r(ρ(t)))>0, for all t, then the last equality (lim_{dt->0} Pr{}/ρ(t+dt)-ρ(t)=q_ij) holds right?
I have a query on a Random process derived from Markov process. I have stuck in this problem for more than 2 weeks.
Let r(t) be a finite-state Markov jump process described by
\begin{alignat*}{1}
\lim_{dt\rightarrow 0}\frac{Pr\{r(t+dt)=j/r(t)=i\}}{dt} & =q_{ij}
\end{alignat*}
when i \ne...