Geodesic
On the first passage time of diffusion processes for time-dependent boundaries
Teoriâ veroâtnostej i ee primeneniâ, Tome 16 (1971) no. 3, pp. 551-556

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In the paper, an inequality is obtained (see Theorem) which is closely connected with first passage problems for diffusion processes for a special class of boundaries. Usefulness of the theorem is illustrated by two examples one of which is a short proof of a recent result due to L. A. Shepp [3]. 
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     author = {V. A. Lebedev},
     title = {On the first passage time of diffusion processes for time-dependent boundaries},
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     language = {ru},
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V. A. Lebedev. On the first passage time of diffusion processes for time-dependent boundaries. Teoriâ veroâtnostej i ee primeneniâ, Tome 16 (1971) no. 3, pp. 551-556. http://geodesic.mathdoc.fr/item/TVP_1971_16_3_a13/