Title: The Feynman-Kac formula and decomposition of Brownian paths
Author: M. Jeanblanc and J. Pitman and M. Yor
Date: September 1996
Pub: Comput. Appl. Math. 16, 27-52, 1997
Abstract:
This paper describes connections between the Feynman-Kac formula, 
related Sturm-Liouville equations, and various decompositions of Brownian 
paths into independent components.