Two-sided exit problem for a spectrally negative α-stable Ornstein-Uhlenbeck process and the Wright's generalized hypergeometric functions.
Patie, Pierre
Electronic Communications in Probability [electronic only], Tome 12 (2007), p. 146-160 / Harvested from The Electronic Library of Mathematics
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Publié le : 2007-01-01
EUDML-ID : urn:eudml:doc:128282 
@article{05212982,
     title = {Two-sided exit problem for a spectrally negative },
     journal = {Electronic Communications in Probability [electronic only]},
     volume = {12},
     year = {2007},
     pages = {146-160},
     zbl = {1128.60031},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05212982}
}

Patie, Pierre. Two-sided exit problem for a spectrally negative . Electronic Communications in Probability [electronic only], Tome 12 (2007) pp. 146-160. http://gdmltest.u-ga.fr/item/05212982/