Let T = Min{t : B(t) = 24t} That is, T is the first time that standard
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Let T = Min{t : B(t) = 2−4t}
That is, T is the first time that standard Brownian motion hits the line 2 − 4t .
Use the Martingale stopping theorem to find E[T ].
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Saud Ur Rehman
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