Marco Abundo, Mario Abundo. Some Remarks on the Mean of the Running Maximum of Integrated Gauss-Markov Processes and Their First-Passage Times. In Roberto Moreno-Díaz, Franz Pichler, Alexis Quesada-Arencibia, editors, Computer Aided Systems Theory - EUROCAST 2017 - 16th International Conference, Las Palmas de Gran Canaria, Spain, February 19-24, 2017, Revised Selected Papers, Part II. Volume 10672 of Lecture Notes in Computer Science, pages 72-79, Springer, 2017. [doi]
Abstract is missing.