Occupation times of generalized Ornstein-Uhlenbeck processes with   two-sided exponential jumps
  For an Ornstein-Uhlenbeck process driven by a double exponential jump diffusion process, we obtain formulas for the joint Laplace transform of it and its occupation times. The approach used is remarkable and can be extended to investigate the occupation times of an Ornstein-Uhlenbeck process driven by a more general Levy process. 
Jiang Zhou, Lan Wu
math.PR