20 references, page 1 of 2 p(t + h − sn, x, yn) · · · p(s2 − s1, y2, y1)u(0)(s1, y1)dsn cf. (7.2).

[1] R. H. Cameron and W. T. Martin, The orthogonal development of nonlinear functionals in a series of Fourier-Hermite functions, Ann. Math. 48 (1947), no. 2, 385-392.

[2] W. Feller, Diffusion processes in one dimension, Trans. Amer. Math. Soc. 77 (1954), 1-31.

[3] M. Hairer and E´. Pardoux, A Wong-Zakai theorem for stochastic PDEs, J. Math. Soc. Japan 67 (2015), no. 4, 1551-1604.

[4] H. Holden, B. Øksendal, J. Ubøe, and T. Zhang, Stochastic partial differential equations, second edition, Universitext, Springer, 2010.

[5] Y. Hu, Chaos expansion of heat equations with white noise potentials, Potential Anal. 16 (2002), no. 1, 45-66.

[6] Y. Hu, J. Huang, D. Nualart, and S. Tindel, Stochastic heat equations with general multiplicative Gaussian noises: Ho¨lder continuity and intermittency, Electron. J. Probab. 20 (2015), no. 55, 50pp.

[7] I. Karatzas and S. E. Shreve, Brownian motion and stochastic calculus, 2nd ed., Springer, New York, 1991.

[8] D. Khoshnevisan, Analysis of stochastic partial differential equations, CBMS Regional Conference Series in Mathematics, vol. 119, AMS, Providence, RI, 2014.

[9] O. A. Ladyˇzenskaja, V. A. Solonnikov, and N. N. Ural′ceva, Linear and quasilinear equations of parabolic type, Translations of Mathematical Monographs, Vol. 23, American Mathematical Society, Providence, R.I., 1968.