Talk:Feynman-Kac formula
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I think there should be some mention that the 1st formula is actually the linear Fokker-Planck or also known as the Kolmogorov Forward equation. it is very important to show the links between various formulations. The claim that the expectation of an Ito integral is zero is not true in general, since the Ito integral is in general only a local martingale.
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It would be cool to have references to the original works. —Preceding unsigned comment added by 130.207.104.54 (talk) 18:45, 2 May 2008 (UTC)
