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- W2785704552 abstract "Explicit formulae for the mean of the running maximum of conditional and unconditional Brownian motion are found; these formulae are used to obtain the mean, a(t), of the running maximum of an integrated Gauss-Markov process X(t). Moreover, the connection between the moments of the first-passage-time of X(t) and a(t) is investigated. Some explicit examples are reported." @default.
- W2785704552 created "2018-02-23" @default.
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- W2785704552 date "2018-01-01" @default.
- W2785704552 modified "2023-09-27" @default.
- W2785704552 title "Some Remarks on the Mean of the Running Maximum of Integrated Gauss-Markov Processes and Their First-Passage Times" @default.
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- W2785704552 doi "https://doi.org/10.1007/978-3-319-74727-9_9" @default.
- W2785704552 hasPublicationYear "2018" @default.
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