I have a question in my textbook that states: Apply the optional stopping theorem for the martingale $ M_t = W_t^2 -t $ to show that $E[\tau] = R^2$.
This exercise came right after the section on dynkin's formula so i suppose I need to apply it. However, my main difficulty comes from not being able to find the generator of the stated process as it is: $$ dM_t = W_t dW_t $$ which is not in form of $$ dX_t = b(X_t) dt + \sigma(X_t) dW_t $$ and the latter form is needed to compute the generator. Without the generator I can't apply dynkin's and I am rather lost on what to do. Any help appreciated.