Analysis of a first order linear system with a white noise forcing function and white noise parameter fluctuations
In TN 18.057 a nonlinear system with a white noise forcing function was analyzed. In this note we will study a first order linear system 'which has a white noise forcing function and white noise paramneter fluctuations. The results are derived from the Fokker-Planck equation. It is found that the boundaries are always natural which means that no boundary conditions can be applied.
