Let B be a brownian motion, and set $t < s$. Determine $P(B_{s} > 0, B_{t} > 0)$.
Seeing as though this is a brownian motion I assume we have to use the increments, so:
$P(B_{s} > 0, B_{t} > 0)=P(B_{s}-B_{0}>0, B_{t}-B_{s}>-B_{s})$
Now obviously the $-B_{s}$ in $B_{t}-B_{s}>-B_{s}$ the only thing bugging me... any suggestions?