*24. Let [X(i), t > 0} be Brownian motion with drift coefficient and variance parameter 2...

*24. Let [X(i), t > 0} be Brownian motion with drift coefficient ì and variance parameter ó2 . Suppose that ì > 0. Let ÷ > 0 and define the stopping time Ô (as in Exercise 21) by Use the Martingale defined in Exercise 18, along with the result of Exercise 21, to show that T= Min{/: X(t) = x}

E[T] = ÷/ì

T= Min{t: X(t) = x]

Var(r) = ÷ó2/