“…To the best of our knowledge, it is well known that the limiting process from lattice model to continuum model in
sense for finite
can be justified rigorously on finite time interval by using the Lebesgue differentiation theorem, and it can even be done uniformly in time. We refer to literature
25,26,28,29 for details. However, we prove this convergence in supremum norm sense, which is the complete norm of the solution space.…”