Geodesic
On distributions of passage times of Brownian motion with jumps
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 12, Tome 351 (2007), pp. 101-116

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Brownian motion with jumps that is the sum of Brownian motion and compound Poisson process is considered. It is assumed that the distribution of jumps is symmetric exponential. The formula for the Laplace transform of the distribution of time spend by Brownian motion with jumps upper than some level is obtained. 
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     author = {A. N. Borodin},
     title = {On distributions of passage times of {Brownian} motion with jumps},
     journal = {Zapiski Nauchnykh Seminarov POMI},
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     publisher = {mathdoc},
     volume = {351},
     year = {2007},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_2007_351_a4/}
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A. N. Borodin. On distributions of passage times of Brownian motion with jumps. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 12, Tome 351 (2007), pp. 101-116. http://geodesic.mathdoc.fr/item/ZNSL_2007_351_a4/