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We consider an initial- and Dirichlet boundary- value problem for afourth-order linear stochastic parabolic equation, in two or three spacedimensions, forced by an additive space-time white noise. Discretizing thespace-time white noise a modeling error is introduced and a regularizedfourth-order linear stochastic parabolic problem is obtained. Fully-discreteapproximations to the solution of the regularized problem are constructed byusing, for discretization in space, a standard Galerkin finite element methodbased on C1 piecewise polynomials, and, for time-stepping, the Backward Eulermethod. We derive strong a priori estimates for the modeling error and for theapproximation error to the solution of the regularized problem.

Fully-Discrete Finite Element Approximations for a fourth-order linear  stochastic parabolic equation with additive space-time white noise: II. 2D  and 3D Case