2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/209295We 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.ProbabilityAnalysis of PDEs60H40, 35R60text