Please answer both parts, i'll give good rating

Let the stock price S(t) follow geometric Brownian motion with drift u and volatility o. Let 0 b. b) Given S(t1) > a, find the probability that S(t2) > b. Your result should be expressed in terms of integrals and elementary func- tions of u, o, S(0), t2, t1. Hint: take logarithms