  We consider the stochastic thin-film equation with colored Gaussian
Stratonovich noise in one space dimension and establish the existence of
nonnegative weak (martingale) solutions. The construction is based on a
Trotter-Kato-type decomposition into a deterministic and a stochastic
evolution, which yields an easy to implement numerical algorithm. Compared to
previous work, no interface potential has to be included, the initial data and
the solution can have de-wetted regions of positive measure, and the
Trotter-Kato scheme allows for a simpler proof of existence than in case of
It\^o noise.
