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Let $B^{H}$ be a $d$-dimensional fractional Brownian motion with Hurst index$H\in(0,1)$, $f:[0,1]\longrightarrow\mathbb{R}^{d}$ a Borel function, and$E\subset[0,1]$, $F\subset\mathbb{R}^{d}$ are given Borel sets. The focus ofthis paper is on hitting probabilities of the non-centered Gaussian process$B^{H}+f$. It aims to highlight how each component $f$, $E$ and $F$ is involvedin determining the upper and lower bounds of $\mathbb{P}\{(B^H+f)(E)\cap F\neq\emptyset \}$. When $F$ is a singleton and $f$ is a general measurable drift,some new estimates are obtained for the last probability by means of suitablesHausdorff measure and capacity of the graph $Gr_E(f)$. As application we dealwith the issue of polarity of points for $(B^H+f)\vert_E$ (the restriction of$B^H+f$ to the subset $E\subset (0,\infty)$).

Fractional Brownian motion with deterministic drift: How critical is drift regularity in hitting probabilities