Say A = price change tomorrow and B = price change the day after tomorrow Daily price changes are independent and normally distributed. Let's assume the price today is 100 cents, and that the price falls at least a cent tomorrow.
If for example I want to calculate the probability that the price falls to 0 the day after tomorrow, but also requiring that the price falls at least a cent tomorrow), do I calculate P(A<-100-B |B<1)? If so, how do I calculate this probability with the variable B being involved in the A probability?