TY  - JOUR
AU  - A. A. Novikov
TI  - Martingales and first passage times for Ornstein--Uhlenbeck processes with a jump component
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 2003
SP  - 340
EP  - 358
VL  - 48
IS  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TVP_2003_48_2_a6/
LA  - ru
ID  - TVP_2003_48_2_a6
ER  -