Consider the differentiability of a stochastic process \{X(t)\} with mean value and auto covariance functions of
\mu_{X}(t) = e^{3t}, G_{XX}( \tau) = K_{XX} (t + \tau , t) = 2e^{-5 \tau ^{2}}
Consider the differentiability of a stochastic process \{X(t)\} with mean value and auto covariance functions of
\mu_{X}(t) = e^{3t}, G_{XX}( \tau) = K_{XX} (t + \tau , t) = 2e^{-5 \tau ^{2}}