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