Continue with equal to the integral defined in the PDF and . Until the Brownian motion hits the radius- ball, is a bounded local martingale, hence a true martingale. At the finite stopping time , optional stopping gives
Rearranging,
The fixed random variable is integrable by the Gaussian heat kernel and the local-integrability calculation above. Also . For any , the final expectation is at most
First send , then , proving that it vanishes. The identities from part (b) give
Subtracting yields the small-ball Brownian hitting asymptotic
Thus the constant in this printed limit requires exactly the same reciprocal correction as in part (b). For the multiplier is , not . The argument proves the corrected finite-time limit directly, rather than inferring it from the eventual hitting probability alone.