Let \(ho\) be a 0-dimensional squared Bessel process starting at \(x\), and \(T_{0}\) its first hitting time of 0 . Prove that \(1 / T_{0}\) follows the exponential law with parameter \(x / 2\).

Deduce the probability that \(T_{0} \leq t\) from knowledge of \(\mathbb{Q}_{x}^{0}\left(e^{-\lambda ho_{t}}\right) .