2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/74058Let $U$ be a domain, convex in $x$ and symmetric about the y-axis, which is contained in a centered and oriented rectangle $R$. \linebreak If $τ_A$ is the first exit time of Brownian motion from $A$ and $A^+=A\cap \{(x,y):x>0\}$, it is proved that $P^z(τ_{U^+}>s\mid τ_{R^+}>t)\leq P^z(τ_{U}>s\mid τ_{R}>t)$ for every $s,t>0$ and every $z\in U^+$.12 pagesProbability60J65, 60K99A Sharp Inequality for Conditional Distribution of the First Exit Time of Brownian Motiontext