Question: Find a solution F(t, x) to the partial differential equation OF OF 1 22 F at + ux Ox + NI 2 = 0, with

Find a solution F(t, x) to the partial differential equation OF

Find a solution F(t, x) to the partial differential equation OF OF 1 22 F at + ux Ox + NI 2 = 0, with terminal condition F(T, x) = In(x3) using the Feynman-Kac formula

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