Let $R=(a,b)\times(c,d)\subset \mathbb{R}^2$ and $B_s$ be two dimensional Brownian motion with starting point $x \in R$. Is there an easy way to calculate $E_x(\tau_R)$ where $\tau_R$ is the exit time for $R$?
2026-03-29 05:11:48.1774761108
Expected exit time of Brownian motion from a rectangle
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