Unfinished Gambler's Ruin in Stochastic Calculus

Suppose a Standard Brownian Motion Wt without drift.

Wt stops when any of the three circumstances below occurs:
Wt=b>0
Wt=a<0
t=T

Traditional Gambler's Ruin problem focuses only on the T=inf case.
However, I want to know P(W ends up at b)
and P(W ends up at a)
and of course P(W ends at T)





If you could solve Xt=Wt+ut instead in the same unfinished gambler's ruin problem.


I will give you addtional 100 points!

这么久的悬赏, 不知道解除通知没有? 这个问题我早解决了...