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Jul 22, 2020 at 11:34 vote accept user1611107
Jul 22, 2020 at 10:45 comment added Carlo Beenakker as you can see from the general solution I wrote down, the normalization $N(t)=\int_{-\infty}^\infty g(x,t)dt=G(0,t)=e^{t}G(0,0)=e^{t}N(0)$ increases exponentially with time; so this is not a probability density function (why did you expect that?)
Jul 22, 2020 at 10:29 history edited Rodrigo de Azevedo CC BY-SA 4.0
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Jul 22, 2020 at 10:13 history edited user1611107 CC BY-SA 4.0
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Jul 22, 2020 at 9:52 answer added Carlo Beenakker timeline score: 3
Jul 22, 2020 at 9:48 history asked user1611107 CC BY-SA 4.0