Question: Can someone assist me with this problem? 2. Suppose B (t)is a Brownian motion. Determine the probability P (B (2) + 3 (1) S 1)

Can someone assist me with this problem?

2. Suppose B (t)is a Brownian motion. Determine the probability P (B (2) + 3 (1) S 1) as a function oft and plot the probability as a function oft E [0, 2], (a) by doing a direct calculation [Hintz Consider t = 1 separately]

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