guys.
I am stuck with a general form of Taylor Expansion of following function, which is defined as a function of a function: $$F(X(t+h))-F(X(t))=[X(t+h)-X(t)]\frac{dF}{dX}(X(t))+\\\frac{1}{2}[X(t+h)-X(t)]^2\frac{d^2 F}{d X^2}(X(t))...$$ where $X(t)$ can be a function of Brownian motion, and $h$ is a small displacement in t. And the above function is given by my supervisor, so I suppose it is correct, however I am a little bit confused about the derivation procedure. I was wondering if there is any help can be provided. Many Thanks!