Write . If the first event is recovery, the epidemic has ended and a second event is impossible. If the first event is infection at time , its density is , and the new state is . The total next-event rate is
Thus, by the Markov property, the two-event probability in a stochastic SIR model by time one is
Evaluate the first term as . For the second, , so
Therefore
For and , the denominator is positive. Event times are continuous, so inclusion or exclusion of the endpoint one makes no difference.