We study the non-autonomous stochastic Cauchy problem on a real Banach space E,
, t ∈ [0,T], U(0) = u₀.
Here, is a cylindrical Brownian motion on a real separable Hilbert space H, are closed and densely defined operators from a constant domain (B) ⊂ H into E, denotes the generator of an evolution family on E, and u₀ ∈ E. In the first part, we study existence of weak and mild solutions by methods of van Neerven and Weis. Then we use a well-known factorisation method in the setting of evolution...