 Asymmetric Brownian interval-exit transform

For standard Brownian motion started at zero and exit time $T$ from $(-b,a)$, $a,b>0$, stop the two exponential Brownian martingales with parameters $\lambda$ and $-\lambda$. Their stopped values are bounded by $e^{|\lambda |\max (a,b)}$. The optional stopping theorem and dominated convergence theorem give $e^{\lambda a}p+e^{-\lambda b}q=1$ and $e^{-\lambda a}p+e^{\lambda b}q=1$, where $p,q$ are the discounted upper and lower exit probabilities. Solving gives the displayed formula and $q=\sinh (\lambda a)/\sinh (\lambda (a+b))$. ThusAt $\lambda =0$, the first ratio has its removable value $b/(a+b)$, and the second equals one. Finiteness of $T$ follows from a uniformly positive one-unit-time chance to leave any fixed bounded interval.