I know you can in Word;
In b.doc, select a word at the top of Page 9 or which ever page you want the excel hyperlink to point to and make it a Bookmark (Insert->Bookmark...). Then go back to a.xls and edit your hyperlink. At the end of the filename you're hyperlinking to (b.doc) add #bookmarkname. So, your hyperlink should now look like b.doc#bookmarkname. Now, you should be able to jump to Page 9 of b.doc from a.xls.
But not sure in a PDF.
Wray