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Pardoux} and \\textit{S. Peng} [Probab. Theory Relat. Fields 98, No. 2, 209-227 (1994; Zbl 0792.60050)] solved this equation in the classical case \\((dB)(t,g(t,.))= g(t,.) dB_t\\), where \\(B\\) is multidimensional Brownian motion, and they gave a stochastic interpretation of the solution by introducing a backward doubly stochastic differential equation. Later, \\textit{V. Bally} and \\textit{A. Matoussi} [J. Theor. Probab. 14, No. 1, 125-164 (2001; Zbl 0982.60057)] showed that the same probabilistic interpretation holds for the variational formulation of the stochastic PDE. The present paper generalizes the work of Pardoux and Peng (loc. cit.) and that of \\textit{H. Kunita} [``Stochastic flows and stochastic differential equations'' (1990; Zbl 0743.60052)] who has studied the case \\(f=0\\), and \\(B\\) linear in the solution and its first derivative. 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