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Notice détaillée

The harmonic measure and a Reuter

type result for a process with Bessel components

Article Ecrit par: Ziadi, Abdelkader ; Bencherif-Madani, Abdelatif ;

Résumé: Let Bp,q be the R2-valued process (Bp,Bq) with independent Bessel components Bp and Bq with indices p and q strictly positive. In this paper we compute explicitly the law of the hitting time and place of a circle, centered at the origin, when Bp,q starts from the center and deduce a Reuter:type independence result. We use mainly analytical tools from PDE theory.


Langue: Anglais