Exercise 1.9.6 of Ubbo F. Wiersema's textbook "Brownian Motion Calculus" (Wiley 2008, p. 27) is titled "Brownian motion through gates" and begins: "Consider a Brownian motion path that passes through two gates situation at times $t_1$ and $t_2$." The first subquestion goes: "Derive the expected value of $B(t_1)$ of all paths that pass through gate $1$."
Unfortunately, the term "gate" is not clarified either in the question or elsewhere in chapter 1. Is this a standard term? If so, what does it mean? If not, does anyone have an idea what it might mean in this context? And what does it mean to "pass through gate $1$?"