CORRELATED NOISES OF THE STOCHASTIC-PROCESSES

The combined effect of several noises has been proposed recently. It h as displayed that the presence of the correlation between noises can c hange the properties of the stochastic processes. In this paper, a gen eral effective Fokker-Planck equation (FPE) with correlated noises is derived. The stationary distributions and the moments of two kinetic m odels under two correlated noise sources are obtained. The effects of the interference of additive and multiplicative noises are analyzed.