Geodesic
Distributions of functionals of bridges of diffusions with jumps
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 11, Tome 341 (2007), pp. 34-47

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The paper deals with a methods of computations of distributions of functionals of bridges of a process which is a generalization of the diffusion with jumps. The approach to the computation of the distributions of integral functionals of bridges is the same as for diffusion itself. It is based on the computation of the Laplace transform of the distributions of integral functionals. 
@article{ZNSL_2007_341_a1,
     author = {A. N. Borodin},
     title = {Distributions of functionals of bridges of diffusions with jumps},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {34--47},
     publisher = {mathdoc},
     volume = {341},
     year = {2007},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_2007_341_a1/}
}
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A. N. Borodin. Distributions of functionals of bridges of diffusions with jumps. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 11, Tome 341 (2007), pp. 34-47. http://geodesic.mathdoc.fr/item/ZNSL_2007_341_a1/