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On stochastic partial differential equations
Sbornik. Mathematics, Tome 25 (1975) no. 2, pp. 295-322 Cet article a éte moissonné depuis la source Math-Net.Ru

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In this paper we consider the Cauchy problem for second-order stochastic partial differential equations of parabolic type. We study linear and nonlinear equations for filtering Markov diffusion processes. Theorems on the existence, uniqueness and smoothness of solutions are proved. Bibliography: 21 titles. 
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B. L. Rozovskii. On stochastic partial differential equations. Sbornik. Mathematics, Tome 25 (1975) no. 2, pp. 295-322. http://geodesic.mathdoc.fr/item/SM_1975_25_2_a6/

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