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Section 2.1 introduces notations that will be used throughout the book, and collects tools to discretize Problem (SLQ), in particular. Section 2.2 recalls bounds in strong norms for the solutions to linear SPDEs and BSPDEs, which are needed for the error analysis in Chaps. 3 and 4 . The numerical schemes in these two chapters are based on two different concepts: ‘open-loop approach’ versus ‘closed-loop approach’, which are recalled in Sect. 2.3.

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Preliminaries

  • 章节

  • 发表日期：

    2026年

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  • Andreas Prohl,
  • Yanqing Wang

摘要

Section 2.1 introduces notations that will be used throughout the book, and collects tools to discretize Problem (SLQ), in particular. Section 2.2 recalls bounds in strong norms for the solutions to linear SPDEs and BSPDEs, which are needed for the error analysis in Chaps. 3 and 4 . The numerical schemes in these two chapters are based on two different concepts: ‘open-loop approach’ versus ‘closed-loop approach’, which are recalled in Sect. 2.3.