Sancho, José M.2012-04-262012-04-2619840022-2488https://hdl.handle.net/2445/24504Stochastic processes defined by a general Langevin equation of motion where the noise is the non-Gaussian dichotomous Markov noise are studied. A non-FokkerPlanck master differential equation is deduced for the probability density of these processes. Two different models are exactly solved. In the second one, a nonequilibrium bimodal distribution induced by the noise is observed for a critical value of its correlation time. Critical slowing down does not appear in this point but in another one.6 p.application/pdfeng(c) American Institute of Physics, 1984Processos estocàsticsFísica matemàticaEquacions diferencialsStochastic processesMathematical physicsDifferential equationsinfo:eu-repo/semantics/article355info:eu-repo/semantics/openAccess