We approximate a k:–dimensional Brownian motion w by a process wnwith piecewise linear trajectories. The solutions of the partial differential equationconverge to the solutions of the corresponding Stratonovich one:. This is proved by emlploying the Feynman–Kac formula for stochastic partial differential equations. In this way the problem of convergence is reduced to the demonstration of a suitabie convergence of solutions of the related ordinary stochastic differential equations which itself is a generalization of known convergence results