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The main result of the paper is an expression for \\( E[ \\exp( -\\int_0^t \\kappa(s) h_s ds - \\beta h_t)] \\) for \\(\\beta>0\\) and a strictly positive \\(C^1\\) function \\(\\kappa\\). This expression is given in terms of functions satisfying a system of ordinary differential equations. For constant \\(\\kappa\\), the above is the Laplace transform of \\(( h_t, \\int_0^t h_s ds)\\), also obtained by \\textit{B. Leblanc} [Stochastics Stochastics Rep. 57, No. 1/2, 1-35 (1996; Zbl 0891.60076)]. 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