Expectation of the first passage time of $T_{a,b}$
42348
Distribution of hitting time of line by Brownian motion
19471
Expectation of an absolute value of a normal random variate
91216
Question about Conditional Expectation
60408
A.s. finite hitting time with an infinite mean
99165
How to prove that for Brownian motion in $(a, b)$ $\mathbb{E}^x[\min(H_a, H_b)] = (x-a)(b-x)$?
147705
Show that $\mathbb{E}(T) = \sum\limits^\infty_{k=1}\mathbb{P}(T \geq k)$ for $T$ nonnegative integer valued and $E[T] < \infty$
128154
Density of first hitting time of Brownian motion with drift
111915
Almost Sure Convergence and Bounded Expectation
132392
Properties of Expectation
45751
Expectation of the maximum of i.i.d. geometric random variables
153723
Conditional expectation for random walks
140571
Finding $X_t$ of an Itô Diffusion
64844
Finding $E(|X_1|\ |\max |X_i| )$
1094
Expected Value of the maximum of two exponentially distributed random variables
6077
Expectation of max of two normal random variables
150586
Expected number of tosses to get T,T
67328
Expected value of the number of flips until the first head