The Two-Barrier Problem for Continuously Differentiable Processes. Rychlik, I. Advances in Applied Probability, 24(1):71–94, March, 1992.
The Two-Barrier Problem for Continuously Differentiable Processes [link]Paper  doi  bibtex   
@Article{Rychlik:1992:TBP,
  author =       "Igor Rychlik",
  title =        "The Two-Barrier Problem for Continuously
                 Differentiable Processes",
  journal =      j-ADV-APPL-PROB,
  volume =       "24",
  number =       "1",
  pages =        "71--94",
  month =        mar,
  year =         "1992",
  CODEN =        "AAPBBD",
  DOI =          "https://doi.org/10.2307/1427730",
  ISSN =         "0001-8678 (print), 1475-6064 (electronic)",
  ISSN-L =       "0001-8678",
  bibdate =      "Sat May 3 07:42:08 MDT 2014",
  bibsource =    "http://www.jstor.org/stable/i262293;
                 http://www.math.utah.edu/pub/tex/bib/advapplprob.bib",
  URL =          "http://www.jstor.org/stable/1427730",
  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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