Nonlinear Langevin equations with colored noise and their (harmonic) oscillator representations

Abstract
A simple yet powerful method of obtaining averaged solutions to nonlinear Langevin equations with colored noise is presented. It takes advantage of the intimate relationship between an Ornstein-Uhlenbeck process and a quantum harmonic oscillator. Pertinent results for quadratic nonlinearity are easily obtained, and several applications are given, including noise-induced instability, one-photon ionization in an intense laser field, and the use of Bender-Wu results for anharmonic noise.