  We study stochastic evolution equations driven by Gaussian noise. The key
features of the model are that the operators in the deterministic and
stochastic parts can have the same order and the noise can be time-only,
space-only, or space-time. Even the simplest equations of this kind do not have
a square-integrable solution and must be solved in special weighted spaces. We
demonstrate that the Cameron-Martin version of the Wiener chaos decomposition
leads to natural weights and a natural replacement of the square integrability
condition.
