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$p(3) = 1-1/u(3)$ where $u(3)=\frac{\sqrt{6}}{32\pi^3}\Gamma(\frac{1}{24})\Gamma(\frac{5}{24})\Gamma(\frac{7}{24})\Gamma(\frac{11}{24})$ and $\Gamma$ is the Gamma function[2].
References
[1]
G. Pólya, "Über eine Aufgabe der Wahrscheinlichkeitsrechnung betreffend die Irrfahrt im Straßennetz", Mathematische Annalen, Vol. 84, No. 1-2 (1921), 149-160. (doi)
[2]
W. H. McCrea and F. J. W. Whipple, "Random Paths in Two and Three Dimensions", Proceedings of the Royal Society of Edinburgh, Vol. 60, No. 3 (1940), 281-298. (doi)