The evolving-set identity $P^t(x,y)=\frac{\pi(y)}{\pi(x)}\mathbb P_{\{x\}}\{y\in S_t\}$

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The evolving-set identity $P^t(x,y)=\frac{\pi(y)}{\pi(x)}\mathbb P_{\{x\}}\{y\in S_t\}$ · Prove2Me