&&P^{(\mu)}[T\leq t]\quad (0\leq t<\infty)\\ &=&E[1_{\{T\leq t\}}Z_t] \\ &=&E[1_{\{T\leq t\}}E[Z_t|\mathcal{F}_{t\wedge T}]]\\ &=&E[1_{\{T\leq t\}}Z_{t\wedge T}]\\ &=&E[1_{\{T\leq t\}}Z_T]
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