New stochastic equation for a harmonic oscillator: Brownian motion with adhesion

In addition to the usually considered stochastic harmonic oscillator with an external random force (Brownian motion) or with random frequency and random damping, we consider an oscillator with a random mass for which the particles of the surrounding medium adhere to the oscillator for some (random) time after the collision, thereby changing the oscillator mass. We have calculated the first two moments and the Lyapunov exponent, which describes the stability of the fixed point. This model can be useful for the analysis of chemical and biological solutions as well as for nano-technological devices.