Exponential moments of exit times) Let (Bt)t≥0 be a standard Brownian motion, X t ​ =exp( 2 1 ​ θ 2 t)cos(θ(B t ​ − 2 b a ​ )) prove Xt is a martingale a < 0 < b be two real numbers for θ ∈ R?