Comptes Rendus
no. 3
Probability Theory
The harmonic measure and a Reuter-type result for a process with Bessel components

Presented by: Marc Yor

Abdelkader Ziadi1; Abdelatif Bencherif-Madani1
1 Université Ferhat Abbas, faculté des sciences, département de mathématiques, Sétif 19000, Algérie
Comptes Rendus. Mathématique, Volume 340 (2005) no. 3, pp. 239-244.

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.

Soit Bp,q le processus (Bp,Bq) dans R2 ayant deux composantes de Bessel indépendantes Bp et Bq d'indices, respectivement, p et q strictement positifs. Dans cet article, nous trouvons explicitement la loi du temps et place de sortie d'un cercle, centré à l'origine, quand Bp,q démarre du centre et on déduit un théorème d'indépendance apparenté à celui de Reuter. On utilise principalement des outils analytiques de la théorie des EDP.

Received:
Accepted:
Published online:
DOI: 10.1016/j.crma.2004.11.012

Abdelkader Ziadi 1; Abdelatif Bencherif-Madani 1

1 Université Ferhat Abbas, faculté des sciences, département de mathématiques, Sétif 19000, Algérie 
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Abdelkader Ziadi; Abdelatif Bencherif-Madani. The harmonic measure and a Reuter-type result for a process with Bessel components. Comptes Rendus. Mathématique, Volume 340 (2005) no. 3, pp. 239-244. doi : 10.1016/j.crma.2004.11.012. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/j.crma.2004.11.012/

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