Gaussian approximation to the resolution of master equations
Fernández Lafuerza, Luis (Director Raúl Toral)
Master thesis (2009)
We analyze the Gaussian approximation as a closure method in the equations of the moments of a stochastic process that follows a master equation.
For a general class of master equations we compute the order of the error introduced.
We compare with van Kampen\\\\\\\'s expansion approach, and apply the method to several specific examples.