  Why do we write this note?
  It is erroneous to pretend to extract physical information from the
experimental light curves (time series) of astrophysical systems by means of
linear stochastic differential equations (LSDE). In general, the time evolution
of these systems is governed by a set of nonlinear differential equations.
Hence, the LSDEs are not suitable to model their dynamics. In spite of this,
recently the LSDEs have been proposed as tools for the analysis of AGN light
curves. Their use in this context seems to be dictated by their simplicity
rather than by a real physical argument. We stress in this note that the
correct approach to the analysis of signals coming from systems with nonlinear
dynamics is to tackle the problem using methodologies in well defined physical
contexts.
