On the splitting-up method and stochastic partial differential equations

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The Numerical Approximation of Stochastic Partial Differential Equations (2009, methodology): “Beside this prevalent strategy also the splitting up approach for temporal discretizations (see [8, 60, 38, 39, 40, 89]), the Wiener chaos expansion (see [57, 87, 86, 90, 88, 92]) and the particle method (see [80, 13, 14, 11, 12, 15]) are frequently used ways to construct numerical approximations fo”
Splitting up method for the 2D stochastic Navier–Stokes equations (2013, methodology): “The strong convergence of the splitting method has already been studied in a series of papers by Gy¨ongy and Krylov ([15], [16]) but for parabolic stochastic PDEs with some degenerate stochastic parabolicity condition.”