[jason1990]

Well, I'll definitely stop playing with this, since it's answered here:

@article {MR0375486,
AUTHOR = {Taylor, Howard M.},
TITLE = {A stopped {B}rownian motion formula},
JOURNAL = {Ann. Probability},
VOLUME = {3},
YEAR = {1975},
PAGES = {234--246},
MRCLASS = {60J65},
MRNUMBER = {MR0375486 (51 \#11678)},
MRREVIEWER = {P. J. Brockwell},
}