  In this paper we provide a generalization of a Feynmac-Kac formula under
volatility uncertainty in presence of a linear term in the PDE due to
discounting. We state our result under different hypothesis with respect to the
derivation given by Hu, Ji, Peng and Song (Comparison theorem, Feynman-Kac
formula and Girsanov transformation for BSDEs driven by G-Brownian motion,
Stochastic Processes and their Application, 124 (2)), where the Lipschitz
continuity of some functionals is assumed which is not necessarily satisfied in
our setting. In particular, we show that the $G$-conditional expectation of a
discounted payoff is a viscosity solution of a nonlinear PDE. In applications,
this permits to calculate such a sublinear expectation in a computationally
efficient way.
