When is the derivative of expectation the expectation of the derivative?

413 Views Asked by At

I am wondering what the conditions (if any) are for the derivative of an expectation to be equal to the expectation of a derivative: $$ \frac{d E[X(t)]}{dt} = E \left[\frac{dX(t)}{dt} \right] $$

where X(t) is some random variable.