what's f(s,t)..
can u please tell me how to compute this correlation? if the pdf has not time in it, how come time appears in the correlation function?
OK, forget about the SDE .. can u give me example of a stochastic process such that the pdf (dosen't depend on time == > dp/dt=0) but the correlation has a time variable (nonstationary)? this will helpso much..
I am wondering if there exist some solution to the general stochastic differential equation (SDE) such that I get a time independent pdf(x) while the stochastic process Xt is nonstationary.. I really need some help with that..