  Let $S^{d-1}_r$ be the sphere in $\bR^d$ whose center is the origin and the
radius is $r$, and $\sigma_r$ be the first hitting time to it of the standard
Brownian motion $\{B_t\}_{t\geqq0}$, possibly with constant drift. The aim of
this article is to show explicit formulae by means of spherical harmonics for
the density of the joint distribution of $(\sigma_r,B_{\sigma_r})$ and to study
the asymptotic behavior of the distribution function.
