The value of an investment is modeled as a Brownian motion with drift X(t) = x + μt + σB(t), with an upward drift μ > 0. Find the distribution of M(t) = mins≤t X(s). Use this to find the distribution...

The value of an investment is modeled as a Brownian motion with drift X(t) = x + μt + σB(t), with an upward drift μ > 0. Find the distribution of M(t) = mins≤t X(s). Use this to find the distribution of the lowest value M(∞) = inf t∈R+ X(t) when x = 0. In addition, find