Consider the differentiability of the Poisson process \{X(t): t \geq 0\} of Example 4.13, for which \mu_{X} (t) = b t and
\phi _{XX} (t,s) = b^{2} t s + b \min (t,s) = b^{2} t s + b s U (t – s) +b t U (s – t)Consider the differentiability of the Poisson process \{X(t): t \geq 0\} of Example 4.13, for which \mu_{X} (t) = b t and
\phi _{XX} (t,s) = b^{2} t s + b \min (t,s) = b^{2} t s + b s U (t – s) +b t U (s – t)