The motion of a particle is investigated in the presence of a velocity-dependent random force assumed to be proportional to velocity. Two different possibilities are considered, namely, the presence and absence of random driving force. In the absence of random driving force, the velocity and displacement auto-correlation function are calculated. The probability distribution in velocity space is also evaluated. It is found that in the absence of intrinsic damping, the energy of the particle increases without limit. The condition for the energetic stability of the particle in the presence of random driving force is obtained. The Fokker-Planck equation for the probability distribution in velocity space is derived from the stochastic Liouville equation for delta-correlated velocity-dependent random force.
