The description of Brownian motion as nonmarkov random process

The method of Brownian motion statistic description the random processes different from Wiener’s ones influencing the dynamic system is elaborated. The necessity is shown to use the obtained equations for n-dimensional characteristic functions to take into consideration the real character of random influences. The elaborated method permits solving the problem of more precise description of random processes in technical systems and ensures the possibility for evaluating the additional effects connected with nonmarkov character of the dynamic system random motion.