 <  T $, $$\begin{aligned}     {\mathbb E\left[X_{t,T}^\tau\right]} & =      \frac{\phi(0)e^{\mu_{P}(t-\tau)}}{\mu_{P}}\left(e^{\mu_{P}(T-t)}-0\right);\\     \mathbb V{\rm ar}[X_{t,T}^\tau] & =      \frac{0\phi^{0}(0)