The problem of the harmonic oscillator with a random small perturbation is known. We can write the equation as:
$$\ddot{x}(t)+\eta^2x(t)=0$$
where $\eta^2=\omega^2+\epsilon{W_t}$
with $\epsilon>0$
and $W_t$: white gaussian noise.
My question is:
if the noise has a Rayleigh $pdf$:$$f(z;\sigma)=\frac{z}{\sigma^2}\exp(\frac{-z^2}{2\sigma^2})$$ with $z\ge0$, is it possible to find a solution for the $x(t)$?
Thanks in advance.