  A system with two correlated Gaussian white noises is analysed. This system
can describe both stochastic localization and long tails in the stationary
distribution. Correlations between the noises can lead to a nonmonotonic
behaviour of the variance as function of the intensity of one of the noises and
to a stochastic resonance. A method for improving the transmission of external
periodic signal by tuning parameters of the system discussed in this paper is
proposed.
