Question: 1. Let $ X(t): t 0 % be a continuous-time Markov chain with state space S. Show that for i, j S and

1. Let $ X(t): t ≥ 0 % be a continuous-time Markov chain with state space S. Show that for i, j ∈ S and t ≥ 0, p7 ij (t) = . k,=i qikpkj (t) − νipij (t). In other words, prove Kolmogorov’s backward equations.

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