On a result of

where the coecients a; b; c; m are random and satisfy some conditions to be speci®ed later, the function u ˆ u…x; t; x† is supposed to be nonnegative, u; u are the ®rst and second derivatives of u with respect to x 2 R, and du is Itoà 's stochastic di€erential of u with respect to t. Actually, equation (0.1) has to be understood in a certain generalized sense since, for instance, the series Probab. Theory Relat. Fields 108, 543 ± 557 (1997)