HOW CAN ONE FIND THE MEAN OF A STOCHASTIC PROCESS USING THE FELLER'S METHOD?

Question

consider a stochastic process with difference differential equation;

p'n(t)=-lpn(t)+lpn-1(t)          

p'0(t)=-lp0(t)            n=0

with initial conditions pn(0)=0, n=0

                       andp0(0)=1.

use Feller's method to find the mean of the process.