If a covariant derivative is given by: DνAμ=∂νAμ+ΓμνλAλ
Clarification
The parameter τ can be seen as an arbitrary parameter, although τ is often used for proper time (interpreting as either arbitrary or proper time does not change the question). I came across the expression DAμdτ when looking at parallel transports, but it is also used in the geodesic equation in general relativity and probably a lot of other places to.
Answer
This is a covariant derivative along a world line (if you would not consider a world line the proper time τ would not make any sense).
So you consider a curve in space time parametrized in dependence of the proper time xμ(τ). Then you have:
DAμdτ=∂Aμ(x(τ))∂τ+ΓμνλAν˙xλ=˙xλAμ,λ+ΓμνλAν˙xλ=˙xλAμ;λ.
For more details see Wikipedia on Covariant Derivative Along a Curve and on the Levi-Civita connection along the curve. (These articles use an index free notation, not the Ricci calculus usually employed by physicists).
When you are doing things rigorously (i.e. if you are doing mathematics) the connection along a curve only requires the values a vector field along the curve and then therefore is more general than the expression ˙xνAμ;ν (which requires the vector field on an open set which contains the curve).
On a side note, this notion also occurs in the well known gedesic equation: D˙xμDτ=0=¨xμ+Γμλν˙xλ˙xν.
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