16.322 Stochastic Estimation and Control, Fall 2004 Prof vander velde x(t, is a random variable F(x,0)=Px(osx], where x(() is the name of a process and x is the value taken f(x,1)= dF(x, n) f 816.322 Stochastic Estimation and Control, Fall 2004 Prof. Vander Velde Page 8 of 8 1 x( ) t is a random variable. ( , ) ( ) , where ( ) is the name of a process and is the value taken [ ] (,) ( ,) F xt P xt x xt x dF x t f xt dx = ≤ =