I would like to find the distribution of $\sup\limits_{t\geq 0}( B_t-xt)$, where $(B_t)_{t \geq 0}$ is a Wiener process and $x > 0$.
I don't know how to begin.
Any help is appreciated.
I would like to find the distribution of $\sup\limits_{t\geq 0}( B_t-xt)$, where $(B_t)_{t \geq 0}$ is a Wiener process and $x > 0$.
I don't know how to begin.
Any help is appreciated.
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