TITLE: Multi-dimensional Feynman Kac Theorem
QUESTION [1 upvotes]: I am trying to understand how to prove the multi-dimensional version of the Feynman-Kac formula. The single-dimensional version is proved on this page:
en.wikipedia.org/wiki/Feynman–Kac_formula
However, here the multi-dimensional version is merely stated. I had little luck trying to prove it myself and when I tried to find a proof, I only got a few pdf's that just (again) stated it.
Could someone please suggest a reference from where I can understand a proof of this?
(P.S. The hyperlink code is not working for some reason)

REPLY [1 votes]: In http://en.wikipedia.org/wiki/Feynman%E2%80%93Kac_formula#cite_note-1 they reference as having a proof 
Pham, Huyên (2009). Continuous-time stochastic control and optimisation with financial applications. Springer-Verlag
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