On the convergence of partial differential equations of parabolic type with rapidly oscillating coefficients to stochastic partial differential equations

In this paper we consider the convergence of the solutions to a sequence of partial differential equations of parabolic type with rapidly oscillating coefficients to the solutions of a stochastic partial differential equation. We use the martingale method and the characteristic functional to prove that the martingale problem has a unique solution. Our emphasis is in treating strongly mixing noises.