  The Ornstein-Uhlenbeck process may be used to generate a noise signal with a
finite correlation time. If a one-dimensional stochastic process is driven by
such a noise source, it may be analysed by solving a Fokker-Planck equation in
two dimensions. In the case of motion in the vicinity of an attractive fixed
point, it is shown how the solution of this equation can be developed as a
power series. The coefficients are determined exactly by using algebraic
properties of a system of annihilation and creation operators.
