  This article is devoted to the stochastic anticipating equations with the
extended stochastic integral with respect to the Gaussian processes of a
special type. In the particular cases the solutions of such an equations are
the well-known Wiener functionals after the second quantization. As an
application the stochastic Kolmogorov equation for the conditional
distributions of the diffusion process is obtained. Also we will consider the
conditional variant of the Feynman--Kac formula. The two last sections of the
article are devoted to the smoothing problem in the case when noise is
represented by the two jointly Gaussian Wiener processes, which can have not a
semimartingale property with respect to the joint filtration.
