Parabolic Feynman-Kac formula with a source ($u_t+Lu-Vu=-f$)

For a nonexplosive diffusion process, bounded source $f$, terminal data $g$ and nonnegative bounded potential $V$, a bounded classical solution with $u(T,x)=g(x)$ isThe Itô product rule shows that the discounted solution plus its accumulated discounted source is a local martingale. Its deterministic finite-horizon bound upgrades it to a true martingale, giving the formula and uniqueness without a global derivative bound.