Let {W{t),t ≥ 0} be a Brownian motion with drift coefficient μ and diffusion coefficient σ2. We assume that the flow of a certain river can be modeled by the process {X(t),t ≥ 0} defined by
where k is a constant. Next, let d be a value of the flow above which the risk of flooding is high. Suppose that X(0) = d/3: Calculate the probability that the flow will reach the critical value d in the interval (0,1] if μ ≥ 0 and a - 1.