STOCHASTIC DYNAMICS FOR SYSTEMS DRIVEN BY CORRELATED NOISES

Recently, Fulinski and Telejko [Phys. Lett. A 152 (1991) 11] have stud ied the effect of correlation of additive and multiplicative noises. H owever, they have not obtained a general Fokker-Planck equation (GFPE) which can describe the dynamics of the system driven by multi-noises with an arbitrary degr e of correlation. In this Letter, we have deriv ed a GFPE for a one-dimensional system from the Langevin equation (LE) with multi-noises and an arbitrary degree of correlation between thes e noises. Using this GFPE, we study the single bistable kinetic proces s driven by correlative additive and multiplicative noises. In conclus ion, the results obtained in this Letter provide a correct foundation for the treatment of the effect of correlation of the noises.