If $X(t)$ is the standard Brownian motion, $0<\alpha<\beta$, and $T$ is the first exit time of $X(t)$ from $[-\beta,\beta]$, then how can I find $E(\int_0^T \mathbb{I}_{(-\alpha,\alpha)} X(t) dt)$
2026-04-08 18:04:26.1775671466
question about brownian motion and integration
30 Views Asked by Bumbble Comm https://math.techqa.club/user/bumbble-comm/detail AtRelated Questions in STOCHASTIC-PROCESSES
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