Y así obtenemos la densidad requerida:
\displaystyle\mathbb{P}_x\left\{\tau_C>t\right\} = \int^\infty_0\int_D{r^{n-1} \textcolor{blue}{\underbrace{\frac{e^{-\frac{\left(\rho^2+r^2\right)}{2t}}}{t(\rho r)^{\frac{n}{2}-1}}\sum^\infty_{j=1}I_{\alpha_j}\left( \frac{\rho r}{t}...