Geodesic
On the Cauchy problem for linear stochastic partial differential equations
Izvestiya. Mathematics , Tome 11 (1977) no. 6, pp. 1267-1284.

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The Cauchy problem for stochastic linear partial differential equations is studied. The basic result of the paper is a uniqueness and existence theorem for the solutions of equations of this type in Sobolev spaces $L_p(\Omega;C([0,T],W_p^m))$ ($m\geqslant1$, $p\geqslant2$). Bibliography: 12 titles. 
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     title = {On the {Cauchy} problem for linear stochastic partial differential equations},
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N. V. Krylov; B. L. Rozovskii. On the Cauchy problem for linear stochastic partial differential equations. Izvestiya. Mathematics , Tome 11 (1977) no. 6, pp. 1267-1284. http://geodesic.mathdoc.fr/item/IM2_1977_11_6_a5/

[1] Krylov N. V., Rozovsk\v{i} B. L., “On Cauchy Problem for Superparabolic Stochastic Differential Equations”, Tp. III Sovetsko-Yaponskogo simpoziuma po teorii veroyatnostei, Tashkent, 1975, 77–79

[2] Bensoussan A., Filtrage optimal des systémes lineaires, Dunod, 1971 | Zbl

[3] Balakrishnan A. V., Stochastic differential systems, Springer-Verlag, 1973 | MR | Zbl

[4] Daletskii Yu. L., “Beskonechnomernye ellipticheskie operatory i svyazannye s nimi parabolicheskie uravneniya”, Uspekhi matem. nauk, XXII:4(136) (1967), 3–54

[5] Dawson D. A., “Stochastic Evolution Equations and Related Measure Processes”, J. of Multivariate An., 5:ll (1975), 1–52 | DOI | MR | Zbl

[6] Rozovskii B. L., “Stokhasticheskie differentsialnye uravneniya v beskonechnomernykh prostranstvakh i problemy filtratsii”, Tr. shkoly-seminara po teorii sluchainykh protsessov, Vilnyus, 1975, 147–194 | MR

[7] Rozovskii B. L., “O stokhasticheskikh differentsialnykh uravneniyakh v chastnykh proizvodnykh”, Matem. sb., 96(138):2 (1975), 314–351 | MR

[8] Liptser R. Sh., Shiryaev A. N., Statistika sluchainykh protsessov, Nauka, M., 1974 | MR | Zbl

[9] Pardoux E., “Sur des équations aux dérivées partielles stochastiques monotones”, C. R. Acad. Sc. Paris Serie A, 275:10 (1972), 101–103 | MR | Zbl

[10] Pardoux E., These, L'Universite Paris Sud., Centre d'Orsay, 1975 | MR

[11] Ershov M. P., “Posledovatelnoe otsenivanie diffuzionnykh protsessov”, Teoriya veroyatn. i ee primen., XV:4 (1970), 705–717

[12] Meyer P. A., Martingales and Stochastic Integrals, I, Lecture Notes in Math., 284, 1972 | Zbl