  In this article we show that the ordinary stochastic differential equations
of K.It\^{o} maybe considered as part of a larger class of second order
stochastic PDE's that are quasi linear and have the property of translation
invariance. We show using the `monotonicity inequality' and the Lipshitz
continuity of the coefficients $\sigma_{ij}$ and $b_i$, existence and
uniqueness of strong solutions for these stochastic PDE's. Using pathwise
uniqueness, we prove the strong Markov property.
