Suppose the function F(x, t) satisfies 

with terminal condition: F(X(T),T) = h(X(T)). Show that F(x, t) = e^{−r(T −t)}E_t[h(X(T))|X(t) = x], t

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a F - at a F + m(x, t). Әx + o²(x, t) 0² F ах2 2 — r F = ()