  We consider the solution of $\partial_t u=\partial_x^2 u+\partial_x\partial_t
B,\,(x,t)\in R\times(0,\infty)$, subject to $u(x,0)=0,\,x\in R$, where $B$ is a
Brownian sheet. We show that $u$ also satisfies $\partial_x^2 u
+[\,(-\partial_t^2)^{1/2}+\sqrt{2}\partial_x(-\partial_t^2)^{1/4}\,]\,u^a=
\partial_x\partial_t{\tilde B}$ in $R\times(0,\infty)$ where $u^a$ stands for
the extension of $u(x,t)$ to $(x,t)\in R^2$ which is antisymmetric in $t$ and
$\tilde{B}$ is another Brownian sheet. The new SPDE allows us to prove the
strong Markov property of the pair $(u,\partial_x u)$ when seen as a process
indexed by $x\ge x_0$, $x_0$ fixed, taking values in a state space of functions
in $t$. The method of proof is based on enlargement of filtration and we
discuss how our method could be applied to other quasi-linear SPDEs.
