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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.