A non-nonstandard proof of Reimers' existence result for heat SPDEs (Q1264406)

Summary: \textit{M. Reimers} [Probab. Theory Relat. Fields 81, No. 3, 319-340 (1989; Zbl 0651.60069)] gave a nonstandard proof of the existence of a solution to heat SPDEs, driven by space-time white noise, when the diffusion coefficient is continuous and satisfies a linear growth condition. Using the martingale problem approach, we give a non-nonstandard proof of this fact, and with the aid of Girsanov's theorem for continuous orthogonal martingale measures (proved in a separate paper by the author), the result is extended to the case of a measurable drift.