| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1152717 | Statistics & Probability Letters | 2010 | 6 Pages |
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
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Roman V. Bobryk,