The harmonic measure and a Reuter-type result for a process with Bessel components
Let \(B_{p,q}=(B_{p},B_{q})\) denote the \(\mathbb R^2\)-valued process with independent Bessel components \(B_{p},B_{q}\), where both indices \(p\) and \(q\) are strictly positive. Run \(B_{p,q}\) from a point \(z\) inside the circle \(C\) of radius one centered at the origin. By mainly using analytical tools from PDE theory, the authors derive the joint law of the couple \((\tau ^{z},B_{p,q}(\tau ^{z}))\), where \(\tau ^{z}\) stands for the hitting time of \(C\) starting from \(z\). For \(z=0\) a Reuter-type independence result is obtained: \(\tau ^{0}\) and \(B_{p,q}(\tau ^{0}) \) are independent.
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