{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,10,3]],"date-time":"2025-10-03T17:37:28Z","timestamp":1759513048013},"reference-count":20,"publisher":"Springer Science and Business Media LLC","issue":"1","license":[{"start":{"date-parts":[[2012,5,17]],"date-time":"2012-05-17T00:00:00Z","timestamp":1337212800000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Queueing Syst"],"published-print":{"date-parts":[[2013,1]]},"DOI":"10.1007\/s11134-012-9308-8","type":"journal-article","created":{"date-parts":[[2012,5,16]],"date-time":"2012-05-16T00:12:09Z","timestamp":1337127129000},"page":"105-118","source":"Crossref","is-referenced-by-count":5,"title":["First passage times of reflected Ornstein\u2013Uhlenbeck processes with two-sided jumps"],"prefix":"10.1007","volume":"73","author":[{"given":"Lijun","family":"Bo","sequence":"first","affiliation":[]}],"member":"297","published-online":{"date-parts":[[2012,5,17]]},"reference":[{"key":"9308_CR1","volume-title":"Handbook of Mathematical Functions: With Formulas, Graphs, and Mathematical Tables","year":"1965","unstructured":"Abramowitz, M., Stegun, I.A. (eds.): Handbook of Mathematical Functions: With Formulas, Graphs, and Mathematical Tables. Dover Publications, New York (1965)"},{"key":"9308_CR2","doi-asserted-by":"crossref","first-page":"308","DOI":"10.1287\/moor.1060.0226","volume":"32","author":"S. Asmussen","year":"2007","unstructured":"Asmussen, S., Pihlsgard, M.: Loss rates for L\u00e9vy processes with two reflecting barriers. Math. Oper. Res. 32, 308\u2013321 (2007)","journal-title":"Math. Oper. Res."},{"key":"9308_CR3","doi-asserted-by":"crossref","first-page":"79","DOI":"10.1016\/j.spa.2003.07.005","volume":"109","author":"S. Asmussen","year":"2004","unstructured":"Asmussen, S., Avram, F., Pistorius, M.R.: Russian and American put options under exponential phase-type L\u00e9vy models. Stoch. Process. Appl. 109, 79\u2013111 (2004)","journal-title":"Stoch. Process. Appl."},{"key":"9308_CR4","doi-asserted-by":"crossref","first-page":"1145","DOI":"10.1214\/105051604000000855","volume":"15","author":"B. Ata","year":"2005","unstructured":"Ata, B., Harrison, J.M., Shepp, L.A.: Drift rate control of a Brownian processing system. Ann. Appl. Probab. 15, 1145\u20131160 (2005)","journal-title":"Ann. Appl. Probab."},{"key":"9308_CR5","doi-asserted-by":"crossref","first-page":"215","DOI":"10.1214\/aoap\/1075828052","volume":"14","author":"F. Avram","year":"2004","unstructured":"Avram, F., Kyprianou, A.E., Pistorius, M.R.: Exit problems for spectrally negative L\u00e9vy processes and applications to (Canadized) Russian options. Ann. Appl. Probab. 14, 215\u2013238 (2004)","journal-title":"Ann. Appl. Probab."},{"key":"9308_CR6","doi-asserted-by":"crossref","first-page":"156","DOI":"10.1214\/105051606000000709","volume":"17","author":"F. Avram","year":"2007","unstructured":"Avram, F., Palmowski, Z., Pistorius, M.R.: On the optimal dividend problem for a spectrally negative L\u00e9vy process. Ann. Appl. Probab. 17, 156\u2013180 (2007)","journal-title":"Ann. Appl. Probab."},{"key":"9308_CR7","doi-asserted-by":"crossref","first-page":"313","DOI":"10.1007\/s11134-006-0303-9","volume":"54","author":"L. Bo","year":"2006","unstructured":"Bo, L., Zhang, L., Wang, Y.: On the first passage times of reflected O-U processes with two-sided barriers. Queueing Syst. 54, 313\u2013316 (2006)","journal-title":"Queueing Syst."},{"key":"9308_CR8","doi-asserted-by":"crossref","first-page":"343","DOI":"10.1080\/14697681003785926","volume":"11","author":"L. Bo","year":"2011","unstructured":"Bo, L., Wang, Y., Yang, X.: Some integral functionals of reflected SDEs and their applications in finance. Quant. Finance 11, 343\u2013348 (2011)","journal-title":"Quant. Finance"},{"key":"9308_CR9","doi-asserted-by":"crossref","first-page":"1517","DOI":"10.1016\/j.spl.2008.01.017","volume":"78","author":"K. Borokov","year":"2008","unstructured":"Borokov, K., Novikov, A.A.: On exit times of L\u00e9vy-driven Ornstein\u2013Uhlenbeck processes. Stat. Probab. Lett. 78, 1517\u20131525 (2008)","journal-title":"Stat. Probab. Lett."},{"key":"9308_CR10","series-title":"Lecture Notes in Math.","first-page":"80","volume-title":"S\u00e9minaire de probabilit\u00e9s, XIX, 1983\u201384","author":"D. Hadjiev","year":"1983","unstructured":"Hadjiev, D.: The first passage problem for generalized Ornstein\u2013Uhlenbeck processes with nonpositive jumps. In: S\u00e9minaire de probabilit\u00e9s, XIX, 1983\u201384. Lecture Notes in Math., vol. 1123, pp. 80\u201390. Springer, Berlin (1983)"},{"key":"9308_CR11","volume-title":"Brownian Motion and Stochastic Flow Systems","author":"J.M. Harrison","year":"1985","unstructured":"Harrison, J.M.: Brownian Motion and Stochastic Flow Systems. Wiley, New York (1985)"},{"key":"9308_CR12","doi-asserted-by":"crossref","first-page":"1330","DOI":"10.1016\/j.spa.2007.01.005","volume":"117","author":"M. Jacobsen","year":"2007","unstructured":"Jacobsen, M., Jensen, A.T.: Exit times for a class of piecewise exponential Markov processes with two-sided jumps. Stoch. Process. Appl. 117, 1330\u20131356 (2007)","journal-title":"Stoch. Process. Appl."},{"key":"9308_CR13","doi-asserted-by":"crossref","first-page":"1086","DOI":"10.1287\/mnsc.48.8.1086.166","volume":"48","author":"S.G. Kou","year":"2002","unstructured":"Kou, S.G.: A jump-diffusion model for option pricing. Manag. Sci. 48, 1086\u20131101 (2002)","journal-title":"Manag. Sci."},{"key":"9308_CR14","doi-asserted-by":"crossref","first-page":"504","DOI":"10.1239\/aap\/1051201658","volume":"35","author":"S.G. Kou","year":"2003","unstructured":"Kou, S.G., Wang, H.: First passage times of a jump diffusion process. Adv. Appl. Probab. 35, 504\u2013531 (2003)","journal-title":"Adv. Appl. Probab."},{"key":"9308_CR15","doi-asserted-by":"crossref","first-page":"1178","DOI":"10.1287\/mnsc.1030.0163","volume":"50","author":"S.G. Kou","year":"2004","unstructured":"Kou, S.G., Wang, H.: Option pricing under a double exponential jump diffusion model. Manag. Sci. 50, 1178\u20131192 (2004)","journal-title":"Manag. Sci."},{"key":"9308_CR16","doi-asserted-by":"crossref","first-page":"435","DOI":"10.1239\/aap\/1118858633","volume":"37","author":"V. Linetsky","year":"2005","unstructured":"Linetsky, V.: On the transition densities for reflected diffusions. Adv. Appl. Probab. 37, 435\u2013460 (2005)","journal-title":"Adv. Appl. Probab."},{"key":"9308_CR17","first-page":"340","volume":"48","author":"A.A. Novikov","year":"2003","unstructured":"Novikov, A.A.: Martingales and first-exit times for the Ornstein\u2013Uhlenbeck process with jumps. Theory Probab. Appl. 48, 340\u2013358 (2003)","journal-title":"Theory Probab. Appl."},{"key":"9308_CR18","volume-title":"Stochastic Integration and Differential Equations","author":"P. Protter","year":"2003","unstructured":"Protter, P.: Stochastic Integration and Differential Equations, 2nd edn. Springer, Berlin (2003)","edition":"2"},{"key":"9308_CR19","doi-asserted-by":"crossref","first-page":"103","DOI":"10.1023\/A:1021804515162","volume":"43","author":"A. Ward","year":"2003","unstructured":"Ward, A., Glynn, P.: A diffusion approximation for Markovian queue with reneging. Queueing Syst. 43, 103\u2013128 (2003)","journal-title":"Queueing Syst."},{"key":"9308_CR20","doi-asserted-by":"crossref","first-page":"109","DOI":"10.1023\/A:1024403704190","volume":"44","author":"A. Ward","year":"2003","unstructured":"Ward, A., Glynn, P.: Properties of the reflected Ornstein\u2013Uhlenbeck process. Queueing Syst. 44, 109\u2013123 (2003)","journal-title":"Queueing Syst."}],"container-title":["Queueing Systems"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s11134-012-9308-8.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s11134-012-9308-8\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s11134-012-9308-8","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,6,1]],"date-time":"2019-06-01T07:44:42Z","timestamp":1559375082000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s11134-012-9308-8"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2012,5,17]]},"references-count":20,"journal-issue":{"issue":"1","published-print":{"date-parts":[[2013,1]]}},"alternative-id":["9308"],"URL":"https:\/\/doi.org\/10.1007\/s11134-012-9308-8","relation":{},"ISSN":["0257-0130","1572-9443"],"issn-type":[{"value":"0257-0130","type":"print"},{"value":"1572-9443","type":"electronic"}],"subject":[],"published":{"date-parts":[[2012,5,17]]}}}