We find the moment generating function of the time at which Brownian motion exits from a region bounded by two nonconvergent straight lines, using the martingale stopping theorem.
"A Stopped Brownian Motion Formula with Two Sloping Line Boundaries." Ann. Probab. 15 (4) 1524 - 1526, October, 1987. https://doi.org/10.1214/aop/1176991991