Journal of Applied Mathematics and Stochastic Analysis 
Volume 11 (1998), Issue 1, Pages 29-41
doi:10.1155/S1048953398000033

A non-nonstandard proof of Reimers' existence result for heat SPDEs

Hassan Allouba

Duke University, Mathematics Department, Durham 27708, NC, USA

Received 1 November 1996; Revised 1 July 1997

Abstract

In 1989, Reimers gave a nonstandard proof of the existence of a solution to heat SPDEs, driven by space-time white noise, when the diffusion coefficient is continuous and satisfies a linear growth condition. Using the martingale problem approach, we give a non-nonstandard proof of this fact, and with the aid of Girsanov's theorem for continuous orthogonal martingale measures (proved in a separate paper by the author), the result is extended to the case of a measurable drift.