Langevin equation driven by colored noise can be converted to Fokker-planck equation. If White noise type is gaussian, that second order partial differential equation can be exactly solvable using its subsidiary ordinary differential equations. In addition to full analytic solution of FPE, we can drive direct solution from the Langevin equation
colored noise에 의한 확률미분 방정식 Langevin equation은 external noise의 White noise가 gaussian type일 경우 second order fokker-planck equation으로 전환된다. 이 논문에서는 exponential type FPE의 정확한 해를 제시하고 확률미분방정식인 Langevin equation으로부터 직접 해를 구하는 방법도 제시하였다.
