Question: Let T = Min{t : B(t) = 2 4t} That is, T is the first time that standard Brownian motion hits the line 24t.

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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