Swept Below the Put-In

A kayaker's upstream position (in km) evolves as Xt=t+Wt X_t = t + W_t , where Wt W_t is a standard Brownian motion: steady paddling gains 1 km per hour of drift, while turbulence contributes unit-volatility Brownian noise. She launches at X0=0 X_0 = 0 . What is the probability that she is ever swept a full kilometer below her put-in point — that Xt X_t ever hits −1 -1 ?

Answer

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