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应用随机方法，将关联高斯白噪声驱动系统的随机动力学由一维随机变量的情况推广到了多维的情况，推导了该情况下的一般福克－普朗克方程．应用以上得到的一般福克－普朗克方程，推得了双模激光系统的福克－普朗克方程．发现关联噪声情况下，双模激光系统的福克－普朗克方程变得更为复杂
The stochastic method is used to extend the stochastic dynamics of a Gaussian white noise-driven system from a one-dimensional random variable to a multidimensional one. The general Fokker-Planck equation is derived in this case. Applying the general Fokker-Planck equation obtained above, the Foucault-Planck equation of a dual-mode laser system is deduced. The Fokker-Planck equation for a dual-mode laser system becomes more complex when correlated noise is found