Geodesic
Distributions of functionals of diffusions with jumps stopped at random moments
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 20, Tome 420 (2013), pp. 5-22 Cet article a éte moissonné depuis la source Math-Net.Ru

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The paper deals with the methods of computations of distributions of functionals of diffusions with jumps, stopped at the minimum of exponentially distributed random time and the first exit time from an interval. 
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     title = {Distributions of functionals of diffusions with jumps stopped at random moments},
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A. N. Borodin. Distributions of functionals of diffusions with jumps stopped at random moments. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 20, Tome 420 (2013), pp. 5-22. http://geodesic.mathdoc.fr/item/ZNSL_2013_420_a0/

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