## Brownian bridge exit probabilities (Financial Maths)

I am trying to calculate the exit probabilities of a brownian bridge starting at $ln(S_0)$ ending at $ln(S_t)$ with barrier at $ln(H)$ following equation (6) from the paper, http://alumnus.caltech.edu/~amir/barrier.pdf however shouldnt the ln term and the x(T) terms be the other way round in the equation (6). and if not why???