Stochastic birth-death processes are described as continuous-time Markov
processes in models of population dynamics. A system of infinite, coupled
ordinary differential equations (the so-called master equation) describes the
time-dependence of the probability of each system state. Using a generating
function, the master equation can be transformed into a partial differential
equation. In this contribution we analyze the integrability of two types of
stochastic birth-death processes (with polynomial birth and death rates) using
standard differential Galois theory. We discuss the integrability of the PDE
via a Laplace transform acting over the temporal variable. We show that the PDE
is not integrable except for the (trivial) case in which rates are linear
functions of the number of individuals
