  We consider an initial- and Dirichlet boundary- value problem for a
fourth-order linear stochastic parabolic equation, in two or three space
dimensions, forced by an additive space-time white noise. Discretizing the
space-time white noise a modeling error is introduced and a regularized
fourth-order linear stochastic parabolic problem is obtained. Fully-discrete
approximations to the solution of the regularized problem are constructed by
using, for discretization in space, a standard Galerkin finite element method
based on C1 piecewise polynomials, and, for time-stepping, the Backward Euler
method. We derive strong a priori estimates for the modeling error and for the
approximation error to the solution of the regularized problem.
