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An animal leaves its burrow near a river bank and moves up and down along the river bank foraging for food. Its distance upstream from
An animal leaves its burrow near a river bank and moves up and down along the river bank foraging for food. Its distance upstream from its burrow after t minutes is denoted by X(t), and may be reasonably modelled as an ordinary Brownian motion {X(t); t 0} with diffusion coefficient 2 = 3 (meters)2 per minute.
(iii) If the animal is observed to be 30 meters upstream from its burrow after an hour, find the probability that it was downstream from its burrow after 20 minutes
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