First passage times for subordinate Brownian motions
  Let X_t be a subordinate Brownian motion, and suppose that the Levy measure of the underlying subordinator has completely monotone density. Under very mild conditions, we find integral formulae for the tail distribution P(\tau_x > t) of first passage times \tau_x through a barrier at x > 0, and its derivatives in t. As a corollary, we examine the asymptotic behaviour of P(\tau_x > t) and its t-derivatives, either as t goes to infinity or x goes to 0. 
Mateusz Kwasnicki, Jacek Malecki, Michal Ryznar
math.PR