Level-Crossing Probabilities and First-Passage Times for Linear Processes. Basak, G. K. & Ho, K. R. Advances in Applied Probability, 36(2):643–666, June, 2004.
Level-Crossing Probabilities and First-Passage Times for Linear Processes [link]Paper  doi  bibtex   
@Article{Basak:2004:LCP,
  author =       "Gopal K. Basak and Kwok-Wah Remus Ho",
  title =        "Level-Crossing Probabilities and First-Passage Times
                 for Linear Processes",
  journal =      j-ADV-APPL-PROB,
  volume =       "36",
  number =       "2",
  pages =        "643--666",
  month =        jun,
  year =         "2004",
  CODEN =        "AAPBBD",
  DOI =          "https://doi.org/10.2307/1428470",
  ISSN =         "0001-8678 (print), 1475-6064 (electronic)",
  ISSN-L =       "0001-8678",
  bibdate =      "Sat May 3 07:42:50 MDT 2014",
  bibsource =    "http://www.jstor.org/stable/i262342;
                 http://www.math.utah.edu/pub/tex/bib/advapplprob.bib",
  URL =          "http://www.jstor.org/stable/1428470",
  acknowledgement = ack-nhfb,
  ajournal =     "Adv. Appl. Probab.",
  fjournal =     "Advances in Applied Probability",
  journal-URL =  "http://www.jstor.org/journals/00018678.html",
}

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