We show that a large class of stochastic heat equations can be approximated by systems of interacting stochastic differential equations. As a consequence, we prove various comparison principles extending earlier works of [Stoch. Stoch. Rep. 37 (1991) 225–245] and [Ann. Probab. 45 (2017) 377–403] among others. Among other things, our results enable us to obtain sharp estimates on the moments of the solution. A main technical ingredient of our method is a local limit theorem which is of independent interest.
"An approximation result for a class of stochastic heat equations with colored noise." Ann. Appl. Probab. 28 (5) 2855 - 2895, October 2018. https://doi.org/10.1214/17-AAP1376