This is quite normal behaviour and you don't need to worry so much. Your 3 year old is a rather retitiring fellow when it comes to getting things back from other children, but in reality at his age children don't really recocognise things as belonging to them in the sense that older children and adults do. He is quite content to share things with all those around him. When it comes to his brother sibling rivalry enters the picture. The little one seems more than capable of standing up for himself and the older boy is only trying to show that he is the big older brother.Just be patient and don't make a fuss about things. You don't want your older boy to be too soft but there is plenty of time for him to become more independent and possessive of his own toys.
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