Weak solutions of SPDEs can be approximated via Wiener-process approximations with convergence in probability, extending Watanabe's SDE result to the SPDE case.
J.Stochastic differential equations and models of random processes.Proc
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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.