Weak solutions of SPDEs can be approximated via Wiener-process approximations with convergence in probability, extending Watanabe's SDE result to the SPDE case.
Department of Mathematics and Physics, Guangzhou Maritime University, Guangzhou 510725, Guangdong Province, China Email address:linxi@gzmtu.edu.cn
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Approximation analysis for weak solutions of stochastic partial differential equations
Weak solutions of SPDEs can be approximated via Wiener-process approximations with convergence in probability, extending Watanabe's SDE result to the SPDE case.