| Article ID: | iaor1989376 |
| Country: | United Kingdom |
| Volume: | 25 |
| Issue: | 4 |
| Start Page Number: | 829 |
| End Page Number: | 832 |
| Publication Date: | Dec 1988 |
| Journal: | Journal of Applied Probability |
| Authors: | Durbin J. |
An expression for the first-passage density of Brownian motion to a curved boundary due to Daniels and Lerche is shown to give the same result as a different form due to the author. The equivalence is extended to continuous Gaussian Markov processes.