We consider the Brownian motion process Bm(s) in the m-space and the distribution
Fm(t, x, a) = P{sup0 ≤ s ≤ t|Bm(s) + ∞| < a}, where a > 0, x ∈ Rm, |x| < a.
There is a probability that a particle starting from the point x on the sphere Srm with the radius r = |x| < a will not be absorbed by the sphere Sam with a radius a before the epoch t.