Stochastic Differential equation: Dichotomous Process

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Main Question or Discussion Point

I am studying a dichotomous markov process. The master equation is given in this link https://en.wikipedia.org/wiki/Telegraph_process. I want to calculate the mean and correlation function given also in the link. But actually I can't make any progress. How from this master equation governing the time evolution of the transition probabilities we can find the absolute probabilities ??? Please help.
 

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Thanks for the post! This is an automated courtesy bump. Sorry you aren't generating responses at the moment. Do you have any further information, come to any new conclusions or is it possible to reword the post?
 

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