On existence and uniqueness of the solution for stochastic partial differential equations

In this article we consider existence and uniqueness of the solutions to a large class of stochastic partial differential equations of the form $\partial _t u = L_x u + b(t,u)+\sigma (t,u)\dot {W}$, driven by a Gaussian noise $\dot {W}$, white in time, and with spatial correlations given by a generic covariance $\gamma$. We provide natural conditions under which classical Picard iteration procedure provides a unique solution. We illustrate the applicability of our general result by providing several interesting particular choices for the operator $L_x$ under which our existence and uniqueness results hold. In particular, we show that Dalang condition given in [5] is sufficient in the case of many parabolic and hypoelliptic operators $L_x$.