E. J. Allen, S. J. Novosel, and Z. Zhang, Finite element and difference approximation of some linear stochastic partial differential equations, Stochastics An International Journal of Probability and Stochastic Processes, vol.64, issue.1, pp.1-2, 1998.
DOI : 10.1080/17442509808834159

J. H. Bramble, A. H. Schatz, V. Thoméethom´thomée, and L. B. Wahlbin, Some Convergence Estimates for Semidiscrete Galerkin Type Approximations for Parabolic Equations, SIAM Journal on Numerical Analysis, vol.14, issue.2, pp.218-241, 1977.
DOI : 10.1137/0714015

E. Buckwar and T. Shardlow, Weak approximation of stochastic differential delay equations, IMA Journal of Numerical Analysis, vol.25, issue.1, pp.57-86, 2005.
DOI : 10.1093/imanum/drh012

P. G. Ciarlet, The Finite Element Method for Elliptic Problems, North?Holland, 1978.

M. Crouzeix, V. Thoméethom´thomée, and L. B. Wahlbin, Error estimates for spatially discrete approximations of semilinear parabolic equations with initial data of low regularity, Mathematics of Computation, vol.53, issue.187, pp.25-41, 1989.
DOI : 10.1090/S0025-5718-1989-0970700-7

G. Da, J. Prato, and . Zabczyk, Stochastic Equations in Infinite Dimensions, Encyclopedia of mathematics and its applications 44, 1992.

G. Da, J. Prato, and . Zabczyk, Second Order Partial Differential Equations in Hilbert Spaces, Lecture Note Series, vol.293, 2002.

A. M. Davie and J. G. Gaines, Convergence of numerical schemes for the solution of parabolic stochastic partial differential equations, Mathematics of Computation, vol.70, issue.233, pp.233-121, 2001.
DOI : 10.1090/S0025-5718-00-01224-2

A. De-bouard and A. , Weak and Strong Order of Convergence of a Semidiscrete Scheme for the Stochastic Nonlinear Schrodinger Equation, Applied Mathematics and Optimization, vol.54, issue.3, pp.369-399, 2006.
DOI : 10.1007/s00245-006-0875-0
URL : https://hal.archives-ouvertes.fr/hal-00383314

I. C. Gokhberg, M. G. Kre, and . In, Introduction to the theory of linear nonselfadjoint operators in Hilbert space, 1970.

W. Grecksch and P. E. , Time-discretised Galerkin approximations of parabolic stochastic PDE's, Bulletin of the Australian Mathematical Society, vol.54, issue.01, pp.79-85, 1996.
DOI : 10.1017/S0004972700015094

I. Gyongy, Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. I, Potential Anal, pp.1-25, 1998.

I. Gyongy, Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. II, Potential Anal, pp.1-37, 1999.

I. Gyongy and A. , On Discretization Schemes for Stochastic Evolution Equations, Potential Analysis, vol.3, issue.2, pp.99-134, 2005.
DOI : 10.1007/978-1-4612-0985-0
URL : https://hal.archives-ouvertes.fr/hal-00111078

I. Gyongy and A. , Rate of Convergence of Implicit Approximations for Stochastic Evolution Equations, Professor Boris L. Rosovskii, Interdisciplinary Mathematical Sciences, vol.2, pp.281-310, 2007.
DOI : 10.1142/9789812770639_0011
URL : https://hal.archives-ouvertes.fr/hal-00080707

I. Gyongy and A. , MILLET Rate of Convergence of Space Time Approximations for stochastic evolution equations, 2007.

I. Gyongy and D. , NUALART Implicit scheme for stochastic parabolic partial differential equations driven by space-time white noise, Potential Anal, pp.725-757, 1997.

E. Hausenblas, Numerical analysis of semilinear stochastic evolution equations in Banach spaces, Journal of Computational and Applied Mathematics, vol.147, issue.2, pp.485-516, 2002.
DOI : 10.1016/S0377-0427(02)00483-1

E. Hausenblas, Approximation for Semilinear Stochastic Evolution Equations, Potential Analysis, pp.141-186, 2003.

E. Hausenblas, Weak Approximation of Stochastic Partial Differential Equations Stochastic analysis and related topics VIII. Silivri workshop, Progress in Probability, 2003.

C. Johnson, S. Larsson, V. Thoméethom´thomée, and L. B. Walhbin, Error estimates for spatially discrete approximations of semilinear parabolic equations with nonsmooth initial data, Mathematics of Computation, vol.49, issue.180, pp.331-357, 1987.
DOI : 10.1090/S0025-5718-1987-0906175-1

P. E. Kloeden and E. Platen, Numerical solution of stochastic differential equations, Applications of Mathematics, vol.23, 1992.

M. Le-roux, Semidiscretization in time for parabolic problems, Mathematics of Computation, vol.33, issue.147, pp.919-931, 1979.
DOI : 10.1090/S0025-5718-1979-0528047-2

G. Lord and J. Rougemont, A numerical scheme for stochastic PDEs with Gevrey regularity, IMA Journal of Numerical Analysis, vol.24, issue.4, pp.587-604, 2004.
DOI : 10.1093/imanum/24.4.587

A. Millet and P. L. Morien, On implicit and explicit discretization schemes for parabolic SPDEs in any dimension, Stochastic Processes and their Applications, pp.1073-1106, 2005.
DOI : 10.1016/j.spa.2005.02.004
URL : https://hal.archives-ouvertes.fr/hal-00101810

G. N. Milstein, Numerical integration of stochastic differential equations, Mathematics and its Applications, 1995.

G. N. Milstein and M. V. Tretyakov, Stochastic numerics for mathematical physics, Scientific Computation series, 2004.
DOI : 10.1007/978-3-662-10063-9

J. Printems, On the discretization in time of parabolic stochastic partial differential equations, ESAIM: Mathematical Modelling and Numerical Analysis, vol.35, issue.6, pp.1055-1078, 2001.
DOI : 10.1051/m2an:2001148

T. Shardlow, Numerical methods for stochastic parabolic PDEs, Numerical Functional Analysis and Optimization, vol.17, issue.1-2, pp.1-2, 1999.
DOI : 10.1090/S0025-5718-1992-1122067-1

G. Strang and G. J. Fix, An Analysis of the Finite-Element Method, Journal of Applied Mechanics, vol.41, issue.1, 1973.
DOI : 10.1115/1.3423272

D. Talay, Probabilistic numerical methods for partial differential equations: elements of analysis , Probabilistic models for nonlinear partial differential equations (Montecatini Terme, Lecture Notes in Math, pp.148-196, 1627.

V. Thoméethom´thomée, Galerkin Finite Element Methods for Parabolic Problems, 1997.

Y. Yan, Galerkin Finite Element Methods for Stochastic Parabolic Partial Differential Equations, SIAM Journal on Numerical Analysis, vol.43, issue.4, pp.1363-1384, 2005.
DOI : 10.1137/040605278

Y. Yan, Semidiscrete Galerkin Approximation for a Linear Stochastic Parabolic Partial Differential Equation Driven by an Additive Noise, BIT Numerical Mathematics, vol.44, issue.4, pp.829-847, 2004.
DOI : 10.1007/s10543-004-3755-5