  The solution $X_n$ to a nonlinear stochastic differential equation of the
form
$dX_n(t)+A_n(t)X_n(t)\,dt-\tfrac12\sum_{j=1}^N(B_j^n(t))^2X_n(t)\,dt=\sum_{j=1}^N
B_j^n(t)X_n(t)d\beta_j^n(t)+f_n(t)\,dt$, $X_n(0)=x$, where $\beta_j^n$ is a
regular approximation of a Brownian motion $\beta_j$, $B_j^n(t)$ is a family of
linear continuous operators from $V$ to $H$ strongly convergent to $B_j(t)$,
$A_n(t)\to A(t)$, $\{A_n(t)\}$ is a family of maximal monotone nonlinear
operators of subgradient type from $V$ to $V'$, is convergent to the solution
to the stochastic differential equation
$dX(t)+A(t)X(t)\,dt-\frac12\sum_{j=1}^NB_j^2(t)X(t)\,dt=\sum_{j=1}^NB_j(t)X(t)\,d\beta_j(t)+f(t)
\,dt$, $X(0)=x$. Here $V\subset H\cong H'\subset V'$ where $V$ is a reflexive
Banach space with dual $V'$ and $H$ is a Hilbert space. These results can be
reformulated in terms of Stratonovich stochastic equation
$dY(t)+A(t)Y(t)\,dt=\sum_{j=1}^NB_j(t)Y(t)\circ d\beta_j(t)+f(t)\,dt$.
