Hankel system of moments and the Gauss-Galerkin method

When the coefficients of stochastic differential equations are polynomials, the moments of the solution process satisfy an infinite system of ordinary differential equations. This system can be made closed in such a way that the approximated solutions are equivalent to the Gauss-Galerkin moments. In order to increase stability and reduce the number of operations, the method for closing the system is modified and the equivalence is shown in detail.