$ V_t = E^\mathbb{Q} \left[\int_t^{+\infty} e^{-r(u-t)}X_u \, du|X_t\right] $
with a given process $ X_t $ satisfied: $dX_t = (\mu-\sigma^2 \gamma) X_t \, dt + \sigma X_t \, dW_t^\mathbb{Q}$
$ V_t = E^\mathbb{Q} \left[\int_t^{+\infty} e^{-r(u-t)}X_u \, du|X_t\right] $
with a given process $ X_t $ satisfied: $dX_t = (\mu-\sigma^2 \gamma) X_t \, dt + \sigma X_t \, dW_t^\mathbb{Q}$
Hints: