  In this paper we study the hitting probability of a circumference $C_R$ for a
correlated Brownian motion $\underline{B}(t)=\left(B_1(t), B_2(t)\right)$,
$\rho$ being the correlation coefficient. The analysis starts by first mapping
the circle $C_R$ into an ellipse $E$ with semiaxes depending on $\rho$ and
transforming the differential operator governing the hitting distribution into
the classical Laplace operator. By means of two different approaches (one
obtained by applying elliptic coordinates) we obtain the desired distribution
as a series of Poisson kernels.
