I have mathematical question.
in this image, why left side of above equation is equal with left side of below equation?
can you explain in detail expression..?
Did you try it differentiating back to see the result.
This is a simple extension of $\frac{d}{dt}(xy) = x \frac{dy}{dt} + y \frac{dx}{dt}$
$ \frac{d}{d \tau} P_{e}(\tau)e^{\lambda t} \implies$ $\dot P_{e}(\tau)e^{\lambda \tau}$ + $P_{e}(\tau) \frac{d}{d \tau}e^{\lambda \tau} \implies $ $\dot P_{e}(\tau)e^{\lambda t}$ + $\lambda P_{e}(\tau)e^{\lambda \tau}$ $\implies$ $e^{\lambda \tau}(\dot P_{e}(\tau) + \lambda P_{e}(\tau))$