The level of a water reservoir changes, in appropriate units, accordingly to the process X t =
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The level of a water reservoir changes, in appropriate units, accordingly to the process Xt = 1+2t+3wt, where wt is a standard Brownian motion. (Certainly, Xt may be negative, so this is just an approximation.) Find the probability that the reservoir
(a) Will never be empty,
(b) Will not be empty during the first two units of time.
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