Geodesic
Joint distributions of the infimum, the supremum and the end of Brownian motion with jumps
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 17, Tome 396 (2011), pp. 73-87

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In the paper, we compute the joint distributions of the infimum, the supremum and the end of the Brownian motion with jumps. The final time of the Brownian motion with jumps is taken at the exponentially distributed random time independent of the process. This corresponds to the Laplace transform with respect to the deterministic time of the joint distributions under consideration. 
@article{ZNSL_2011_396_a3,
     author = {A. N. Borodin},
     title = {Joint distributions of the infimum, the supremum and the end of {Brownian} motion with jumps},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {73--87},
     publisher = {mathdoc},
     volume = {396},
     year = {2011},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_2011_396_a3/}
}
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A. N. Borodin. Joint distributions of the infimum, the supremum and the end of Brownian motion with jumps. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 17, Tome 396 (2011), pp. 73-87. http://geodesic.mathdoc.fr/item/ZNSL_2011_396_a3/