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I am wondering what the conditions (if any) are for the derivative of an expectation to be equal to the expectation of a derivative: $$ \frac{d E[X(t)]}{dt} = E \left[\frac{dX(t)}{dt} \right] $$

where X(t) is some random variable.

Tom
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  • seems like you need the distribution function of $X$ at time t ($f(x,t)$) to be differentiable at least. – M. Van Jan 10 '19 at 13:09

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