23 citations to https://www.mathnet.ru/rus/tvp996
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Gopal K. Basak, Kwok-Wah Remus Ho, “Level-crossing probabilities and first-passage times for linear processes”, Advances in Applied Probability, 36:2 (2004), 643
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А. А. Новиков, “Мартингалы и моменты первого выхода для процесса Орнштейна–Уленбека со скачками”, Теория вероятн. и ее примен., 48:2 (2003), 340–358 ; A. A. Novikov, “Martingales and first passage times for Ornstein–Uhlenbeck processes with a jump component”, Theory Probab. Appl., 48:2 (2004), 288–303
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K. Borovkov, A. Novikov, “On a piece-wise deterministic Markov process model”, Statistics & Probability Letters, 53:4 (2001), 421