Jakubowski T., “The estimates of the mean first exit time from a ball for the alpha-stable Ornstein–Uhlenbeck processes”, Stochastic Process. Appl., 117:10 (2007), 1540–1560
E. J. Baurdoux, “Examples of optimal stopping via measure transformation for processes with one-sided jumps”, Stochastics, 79:3-4 (2007), 303
Patie P., “On a martingale associated to generalized Ornstein–Uhlenbeck processes and an application to finance”, Stochastic Process. Appl., 115:4 (2005), 593–607
Novikov A., Melchers R.E., Shinjikashvili E., Kordzakhia N., “First passage time of filtered Poisson process with exponential shape function”, Probabilistic Engineering Mechanics, 20:1 (2005), 57–65
Florin Avram, Miguel Usabel, “The Gerber-shiu Expected Discounted Penalty-reward Function under an Affine Jump-diffusion Model”, ASTIN Bull., 38:2 (2004), 461