@article{TVP_2003_48_2_a6,
     author = {A. A. Novikov},
     title = {Martingales and first passage times for {Ornstein--Uhlenbeck} processes with a jump component},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {340--358},
     publisher = {mathdoc},
     volume = {48},
     number = {2},
     year = {2003},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2003_48_2_a6/}
}