Geodesic
Distributions of the location of the maximum and minimum for diffusions with jumps
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 15, Tome 368 (2009), pp. 75-94

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The paper deals with methods of computation of distributions of the location of the maximum and the location of the minimum for a diffusions with jumps. As an example explicit formulas for distributions of the location of the maximum of the process equal the sum of Brownian motion and compound Poisson process is obtained. Bibl. – 8 titles. 
@article{ZNSL_2009_368_a5,
     author = {A. N. Borodin},
     title = {Distributions of the location of the maximum and minimum for diffusions with jumps},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {75--94},
     publisher = {mathdoc},
     volume = {368},
     year = {2009},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_2009_368_a5/}
}
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A. N. Borodin. Distributions of the location of the maximum and minimum for diffusions with jumps. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 15, Tome 368 (2009), pp. 75-94. http://geodesic.mathdoc.fr/item/ZNSL_2009_368_a5/