  An efficient method is presented as a means of an approximate, analytic
time-dependent solution of the Fokker-Planck equation (FPE) for the Langevin
model subjected to additive and multiplicative noise. We have assumed that the
dynamical probability distribution function has the same structure as the exact
stationary one and that its parameters are expressed in terms of first and
second moments, whose equations of motion are determined by the FPE. Model
calculations have shown that dynamical distributions in response to applied
signal and force calculated by our moment method are in good agreement with
those obtained by the partial difference equation method. As an application of
our method, we present the time-dependent Fisher information for the
inverse-gamma distribution which is realized in the FPE including
multiplicative noise only.
