Show that the integral (convolution) form of the Kolmogorov forward equationis given
Chapter 8, Problem 6(choose chapter or problem)
Show that the integral (convolution) form of the Kolmogorov forward equationis given bypij(v,t) = ij e tv qii ()d + tvkpik (v,x)qkj(x)e tx qjj ()d dx ,where ij is the Kronecker delta function defined by ij = 1 if i = j and 0 other-wise. Specialize this result to the case of a homogeneous CTMC.
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