The quantum state diffusion model describes the evolution of an indivi
dual open quantum system by an Ito diffusion equation. In this paper w
e show two examples of open systems which can be analytically treated,
the damped harmonic oscillator and a pumped two-level system with spo
ntaneous emission. The coherent states of the oscillator remain cohere
nt through the stochastic evolution and undergo a classical Ornstein-U
hlenbeck process. We also consider time correlation spectra of the sol
utions of these stochastic equations.