Solution
= Solution
For a finite-state continuous-time <Markov chain> with generator <matrix> $Q$, \b[$P(t)=e^{tQ}$]. The exponential solves both Kolmogorov equations, $P'=QP=PQ$, with initial condition $P(0)=I$.
= Solution
For a finite-state continuous-time <Markov chain> with generator <matrix> $Q$, \b[$P(t)=e^{tQ}$]. The exponential solves both Kolmogorov equations, $P'=QP=PQ$, with initial condition $P(0)=I$.