formula

$&&E\bigg[\prod_{i=0}^kf_i(X_{t_i})\bigg]\\ &&=\int_E\nu(dx_0)f_0(x_0)\int_EP_{0,t_1}(x_0,dx_1)f_1(x_1)\ldots \int_EP_{t_{k-1},t_k}(x_{k-1},dx_k)f_k(x_k)$