  We investigate, in the setting of UMD Banach spaces E, the continuous
dependence on the data A, F, G and X_0 of mild solutions of semilinear
stochastic evolution equations with multiplicative noise of the form dX(t) =
[AX(t) + F(t,X(t))]dt + G(t,X(t))dW_H(t), X(0)=X_0, where W_H is a cylindrical
Brownian motion on a Hilbert space H. We prove continuous dependence of the
compensated solutions X(t)-e^{tA}X_0 in the norms
L^p(\Omega;C^\lambda([0,T];E)) assuming that the approximating operators A_n
are uniformly sectorial and converge to A in the strong resolvent sense, and
that the approximating nonlinearities F_n and G_n are uniformly Lipschitz
continuous in suitable norms and converge to F and G pointwise. Our results are
applied to a class of semilinear parabolic SPDEs with finite-dimensional
multiplicative noise.
