Abstract
There are many standard references on SODEs and even more standard references on deterministic PDEs. Here are a few of each, listed in a non-decreasing order of difficulty:
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Lototsky, S.V., Rozovsky, B.L. (2017). Linear Equations: Square-Integrable Solutions. In: Stochastic Partial Differential Equations. Universitext. Springer, Cham. https://doi.org/10.1007/978-3-319-58647-2_4
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