The optimized expansion is used to formulate a systematic approximation
scheme to the probability distribution of a stochastic system. The first order
approximation for the one-dimensional system driven by noise in an anharmonic
potential is shown to agree well with the exact solution of the Fokker-Planck
equation. Even for a bistable system the whole period of evolution to
equilibrium is correctly described at various noise intensities.Comment: 12 pages, LATEX, 3 Postscript figures compressed an