Let $x(t+1) = x(t) + e(t)$, $e(t)$ iid $\mathcal{N}(0,1)$. What is the probability of $x(s)> c$, for any $0<s<T$?
Calculation for any specific $s$ is easy. But I am looking for the probability that the random walk crosses $c$ any time between now and $T$. Easy to implement approximation preferred.