We say thus that \mathbf{x} changes only by a small amount in the time interval \tau . This means that we can make a Taylor expansion in terms of \xi , that is we expand
W(\mathbf{x},\tau|\mathbf{x}-\xi)W(\mathbf{x}-\xi,s|\mathbf{x}_0) = \sum_{n=0}^{\infty}\frac{(-\xi)^n}{n!}\frac{\partial^n}{\partial x^n}\left[W(\mathbf{x}+\xi,\tau|\mathbf{x})W(\mathbf{x},s|\mathbf{x}_0) \right].