Firstly, we compute the distribution function for the hitting time of a
linear time-dependent boundary t↦a+bt, a≥0,b∈R, by a
reflecting Brownian motion. The main tool hereby is Doob's formula which gives
the probability that Brownian motion started inside a wedge does not hit this
wedge. Other key ingredients are the time inversion property of Brownian motion
and the time reversal property of diffusion bridges. Secondly, this methodology
can also be applied for the three dimensional Bessel process. Thirdly, we
consider Bessel bridges from 0 to 0 with dimension parameter δ>0 and
show that the probability that such a Bessel bridge crosses an affine boundary
is equal to the probability that this Bessel bridge stays below some fixed
value.Comment: 32 pages, 2 figure