Physical situations involving multiplicative noise arise generically in
cosmology and field theory. In this paper, the focus is first on exact
nonlinear Langevin equations, appropriate in a cosmologica setting, for a
system with one degree of freedom. The Langevin equations are derived using an
appropriate time-dependent generalization of a model due to Zwanzig. These
models are then extended to field theories and the generation of multiplicative
noise in such a context is discussed. Important issues in both the cosmological
and field theoretic cases are the fluctuation-dissipation relations and the
relaxation time scale. Of some importance in cosmology is the fact that
multiplicative noise can substantially reduce the relaxation time. In the field
theoretic context such a noise can lead to a significant enhancement in the
nucleation rate of topological defects.Comment: 21 pages, LaTex, LA-UR-93-210