Covariance Function for Processes
The CovarianceFunction at times s and t is given by Expectation[(x[s]-μ[s])(x[t]-μ[s]),x], where x[t] is the process state and μ[t] is the mean function.
The CovarianceFunction at times s and t is given by Expectation[(x[s]-μ[s])(x[t]-μ[s]),x], where x[t] is the process state and μ[t] is the mean function.