Topic: The Feynman-Kac Formula

When Feynman-Kac Representations Need Extra Conditions

Uniqueness of Bounded Solutions by Stochastic Representation

The Ito Verification Process for a Candidate PDE Solution

The Backward Cauchy Problem for a Diffusion

State-Dependent Killing and Survival-Weighted Expectations

Running Rewards and Inhomogeneous Parabolic Equations

Proof of the Classical Feynman-Kac Theorem

Proof by Stopping at the Boundary

Ornstein-Uhlenbeck Expectations and Quadratic Potentials

Mixed Terminal, Running, and Exit-Time Problems