Some remarks on first-passage times for integrated gauss-markov processes

It is considered the integrated process X(t) = (formula presented), where Y (t) is a Gauss-Markov process starting from y. The first-passage time (FPT) of X through a constant boundary and the first-exit time of X from an interval (a, b) are investigated, generalizing some results on FPT of integrated Brownian motion