\documentclass[12pt]{article}
\usepackage{amssymb,amsmath,amscd,concmath}
\pagestyle{empty}
\begin{document}
\begin{equation*}
P(a_1 \leq X_1(t_1) \leq b_1, a_2 \leq X_2(t_2) \leq b_2) = \int_{a_1}^{b_1} \int_{a_2}^{b_2} p(x_1, x_2; t_1, t_2) dx_1 dx_2
\end{equation*}
\end{document}