Distributions of functionals of diffusions with jumps

The paper deals with methods of computing the distributions of functionals of a process that is a diffusion with jumps occurring according to a compound Poisson process. For symmetric processes, some exact formulas for distributions related to the first exit time are derived. Bibliography: 6 titles. __________ Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 328, 2005, pp. 27–41.