[La mesure harmonique et un résultat du type Reuter pour un processus à composantes besséliennes]
Soit le processus dans ayant deux composantes de Bessel indépendantes et 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 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.
Let be the -valued process with independent Bessel components and 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 starts from the center and deduce a Reuter-type independence result. We use mainly analytical tools from PDE theory.
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@article{CRMATH_2005__340_3_239_0,
author = {Ziadi, Abdelkader and Bencherif-Madani, Abdelatif},
title = {The harmonic measure and a {Reuter-type} result for a process with {Bessel} components},
journal = {Comptes Rendus. Math\'ematique},
pages = {239--244},
publisher = {Elsevier},
volume = {340},
number = {3},
year = {2005},
doi = {10.1016/j.crma.2004.11.012},
language = {en},
url = {http://www.numdam.org/articles/10.1016/j.crma.2004.11.012/}
}
TY - JOUR AU - Ziadi, Abdelkader AU - Bencherif-Madani, Abdelatif TI - The harmonic measure and a Reuter-type result for a process with Bessel components JO - Comptes Rendus. Mathématique PY - 2005 SP - 239 EP - 244 VL - 340 IS - 3 PB - Elsevier UR - http://www.numdam.org/articles/10.1016/j.crma.2004.11.012/ DO - 10.1016/j.crma.2004.11.012 LA - en ID - CRMATH_2005__340_3_239_0 ER -
%0 Journal Article %A Ziadi, Abdelkader %A Bencherif-Madani, Abdelatif %T The harmonic measure and a Reuter-type result for a process with Bessel components %J Comptes Rendus. Mathématique %D 2005 %P 239-244 %V 340 %N 3 %I Elsevier %U http://www.numdam.org/articles/10.1016/j.crma.2004.11.012/ %R 10.1016/j.crma.2004.11.012 %G en %F CRMATH_2005__340_3_239_0
Ziadi, Abdelkader; Bencherif-Madani, Abdelatif. The harmonic measure and a Reuter-type result for a process with Bessel components. Comptes Rendus. Mathématique, Tome 340 (2005) no. 3, pp. 239-244. doi : 10.1016/j.crma.2004.11.012. http://www.numdam.org/articles/10.1016/j.crma.2004.11.012/
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