I'm looking at the formula derivation process as shown below. I can't seem to understand how $E[X(t_3)|X(t_1)X(t_2)]$ turns to $X(t_2)$. I understand how the first equation turns into the second (thanks to the MSE community), but from second to third, I'm lost.
\begin{align}E[X(t_1)X(t_2)X(t_3)]&=E[X(t_1)X(t_2)E[X(t_3)\mid X(t_1)X(t_2)]]\\ &=E[X(t_1)X(t_2)X(t_2)]. \end{align}
Thanks a lot!