  We study stochastic parabolic and elliptic PDEs driven by purely spatial
white noise. Even the simplest equations driven by this noise often 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
is an effective tool to study both stationary and evolution equations driven by
space-only noise. The paper presents results about solvability of such
equations in weighted Wiener chaos spaces and studies the long-time behavior of
the solutions of evolution equations with space-only noise.
