Often the time derivative of a measured variable is of as much interest as the variable itself. For a growing population of biological cells, for example, the population’s growth rate is typically ...

We consider stochastic differential equations of the form dYt = V(Yt)dXt + V0(Yt)dt driven by a multi-dimensional Gaussian process. Under the assumption that the vector fields V0 and V = (V1,..., Vd) ...