Abstract
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.
Citation
L. Barba Escriba. "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
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