Let $(X_{t})_{t\geq 0}$ be a Bessel Process starting at $x>0$ of dimension $\delta>0$. Namely \begin{align*} X_{t}=x+W_{t}+\frac{\delta-1}{2}\int_{0}^{t}\frac{1}{X_{s}}\, ds. \end{align*} where $(W_{t})_{t\geq 0}$ is a Brownian Motion. I am interested in how to find the distribution of the Hitting Time $\tau:=\inf\{t>0\,|\, X_{t}=0\}$.

Given that the Bessel Process can be expressed as a time changed Brownian Motion, up to the first hitting of the boundary, is it possible to obtain the distribution of $\tau$ by utilising the Reflection Principle for Brownian Motion?

Hitting times of Bessel processesby my colleagues Byczkowski, Małecki and Ryznar? Google also suggests several other papers, including this and this. $\endgroup$ – Mateusz Kwaśnicki Jun 19 '18 at 12:31