  We consider divergence form uniformly parabolic SPDEs with VMO bounded
leading coefficients, bounded coefficients in the stochastic part, and possibly
growing lower-order coefficients in the deterministic part. We look for
solutions which are summable to the $p$th power, $p\geq2$, with respect to the
usual Lebesgue measure along with their first-order derivatives with respect to
the spatial variable.
  Our methods allow us to include Zakai's equation for the Kalman-Bucy filter
into the general filtering theory.
