Question: =+ (a) Show that the multivariate generating functions characterizing this process satisfy the differential equations tP1(t, z) = P1(t, z) + (1 )P1(t,

=+

(a) Show that the multivariate generating functions characterizing this process satisfy the differential equations

∂

∂tP1(t, z) = −λP1(t, z) + λ(1 − α)P1(t, z)

2

+λαP1(t, z)P2(t, z)

∂

∂tP2(t, z) = −λP2(t, z) + λP2(t, z)

2.

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