  In this paper, we first prove existence and uniqueness of the solution of a
backward doubly stochastic differential equation (BDSDE) and of the related
stochastic partial differential equation (SPDE) under monotonicity assumption
on the generator. Then we study the case where the terminal data is singular,
in the sense that it can be equal to +$\infty$ on a set of positive measure. In
this setting we show that there exists a minimal solution, both for the BDSDE
and for the SPDE. Note that solution of the SPDE means weak solution in the
Sobolev sense.
