2.2.1.27. sdepy.process.tder

process.tder()[source]

Forward looking derivative of the given process, linearly interpolated between time points.

Shorthand for p.tdiff(dt_exp=1).

See also

tdiff
tint

Notes

p.tder().tint() equals, within rounding errors, p['t', :-1] - p['t', 0]