Feynman--Kac propagators and viscosity solutions (Q816400)

Let \(A\) be a non-homogeneous Markov generator with transition probability density \(p\) with respect to a Radon measure on a locally compact second countable Hausdorff space \(E\), and let \(V\) be a time-dependent potential. Under certain conditions on \(p\), \(\tau_0\in [0,t)\), \(x_0\in E\) and \(V\), it is proved that the backward Feynman--Kac propagator associated with \(p\) and \(V\) generates a viscosity solution to the corresponding terminal value problem on \([0,t]\times E\) at the point \((\tau_0, x_0).\) The main result is also extended to the case where \(V\) is a family of time-dependent Borel measures on \(E\).