Non-autonomous stochastic evolution equations and applications to   stochastic partial differential equations
  In this paper we study the following non-autonomous stochastic evolution equation on a UMD Banach space $E$ with type 2,   {equation}\label{eq:SEab}\tag{SE} {{aligned} dU(t) & = (A(t)U(t) + F(t,U(t))) dt + B(t,U(t)) dW_H(t), \quad t\in [0,T],   U(0) & = u_0. {aligned}. {equation}   Here $(A(t))_{t\in [0,T]}$ are unbounded operators with domains $(D(A(t)))_{t\in [0,T]}$ which may be time dependent. We assume that $(A(t))_{t\in [0,T]}$ satisfies the conditions of Acquistapace and Terreni. The functions $F$ and $B$ are nonlinear functions defined on certain interpolation spaces and $u_0\in E$ is the initial value. $W_H$ is a cylindrical Brownian motion on a separable Hilbert space $H$.   Under Lipschitz and linear growth conditions we show that there exists a unique mild solution of \eqref{eq:SEab}. Under assumptions on the interpolation spaces we extend the factorization method of Da Prato, Kwapie\'n, and Zabczyk, to obtain space-time regularity results for the solution $U$ of \eqref{eq:SEab}. For Hilbert spaces $E$ we obtain a maximal regularity result. The results improve several previous results from the literature.   The theory is applied to a second order stochastic partial differential equation which has been studied by Sanz-Sol\'e and Vuillermot. This leads to several improvements of their result. 
Mark Veraar