Probability that W(t) = 0 (Calculating inverse Gaussian double integral)

[sweetpotatofry]

I'm working on a problem that asks for the probability that a standard Brownian motion = 0 for some time t between t0 and t1, and I'm stuck on proving this last part -

http://i42.tinypic.com/6fbdw4.png

Any help would be greatly appreciated. Thanks.

[Martingale]

I'm working on a problem that asks for the probability that a standard Brownian motion = 0 for some time t between t0 and t1, and I'm stuck on proving this last part -

http://i42.tinypic.com/6fbdw4.png

Any help would be greatly appreciated. Thanks.


convert to polar coordinates then integrate.