Geodesic
On distribution of functionals of Brownian motion with linear drift
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 2, Tome 244 (1997), pp. 205-217

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The paper deals with the methods of calculation of the distributions of functionals of Brownian motion with linear drift. The different stopping time moments are considered. The cases when the moments are equal to infinity is of special interest. 
@article{ZNSL_1997_244_a13,
     author = {A. V. Liber and V. A. Smirnova},
     title = {On distribution of functionals of {Brownian} motion with linear drift},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {205--217},
     publisher = {mathdoc},
     volume = {244},
     year = {1997},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_1997_244_a13/}
}
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A. V. Liber; V. A. Smirnova. On distribution of functionals of Brownian motion with linear drift. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 2, Tome 244 (1997), pp. 205-217. http://geodesic.mathdoc.fr/item/ZNSL_1997_244_a13/