On closure methods in nonlinear stochastic dynamics

Roman V. Bobryk

Statistics & Probability Letters, 2010, vol. 80, issue 23-24, 1733-1738

Abstract: The paper discusses some problems in applications of closure techniques to moment hierarchies by considering the equation of the overdamped oscillator with cubic nonlinearity and additive Gaussian white noise. It is rigorously shown that some closure schemes can be inconsistent in spite of they good convergence properties.

Keywords: Moment; hierarchy; Closure; method; Continued; fraction (search for similar items in EconPapers)
Date: 2010
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