Question: To get started, suppose that X(t +delta) = 0 . There is only one way to end up at this situation from the situation at

To get started, suppose that X(t +delta) = 0 . There is only one way to end up at this

situation from the situation at time t. This is ?

Stated mathematically: ?

2. After some algebra:

=P[X(t + delta] = 0) P[X(t) = 0]/delta =?

3.Taking the limit

dP[X (t) =0]/dt= ?

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