I believe that Cobb, being trained in the field of dream manipulation by his father, suggested that him and Mal share some dreams and explore the endless possibilities (to quote Adriadne: "It's pure creation"). Thing is, either by accident or on purpose, not sure, they ended up going too deep. They live in Limbo for a time until Cobb convinces Mal that they are dreaming, they are killed by the train, and then they wake up. When they wake up on the floor you can see the dream machine next to them. I assume Cobb just pressed the button that lulled them both into the dream state.




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