HINT 18M: A normal distribution with variance σ^{2}*t* at time *t* is given by density, (1/(2πσ^{2}*t*)) exp(–*x*^{2}/2σ^{2}*t*), where *x* is the distance from the point of origin. Note that this does not have a square root in the denominator, because it describes spread in two dimensions, not one dimension.