Generalized Fokker-Planck equation for a nonlinear Brownian motion with fluctuations in the control parameter

We derive a generalized Fokker-Planck equation which account not only for the fluctuations of the internal parameter describing a statistical system, but also for fluctuations in the control parameter which may induce rapid changes in the force law. As an example, the Fokker-Planck equation for the optical bistability is derived in its full extent by simple heuristic considerations.