  We present an exact functional formalism to deal with linear Langevin
equations with arbitrary memory kernels and driven by any noise structure
characterized through its characteristic functional. No others hypothesis are
assumed over the noise, neither the fluctuation dissipation theorem. We found
that the characteristic functional of the linear process can be expressed in
terms of noise's functional and the Green function of the deterministic
(memory-like) dissipative dynamics. This object allow us to get a procedure to
calculate all the Kolmogorov hierarchy of the non-Markov process. As examples
we have characterized through the 1-time probability a noise-induced interplay
between the dissipative dynamics and the structure of different noises.
Conditions that lead to non-Gaussian statistics and distributions with long
tails are analyzed. The introduction of arbitrary fluctuations in fractional
Langevin equations have also been pointed out.
