Abstract
We consider linear parabolic stochastic integro-PDE's of Feynman-Kac type associated to Lévy-Itô diffusions. The solution of such equations can be represented as certain Feynman-Kac functionals of the associated diffusion such that taking expectation yields the deterministic Feynamn-Kac formula. We interpret the problem in the framework of white noise analysis and consider generalized solutions in the Kondratiev distribution space. This concept allows for relaxed assumptions on the coefficients in the equations, identically to those required in problems of similar deterministic integro-PDE's.