We consider the effect of replacing in stochastic differential equations leading to the dynamical collapse of the state vector, white-noise stochastic processes with nonwhite ones. We prove that such a modification can be consistently performed without altering the most interesting features of the previous models. One of the reasons to discuss this matter derives from the desire of being allowed to deal with physical stochastic fields, such as the gravitational one, which cannot give rise to white noises. From our point of view, the most relevant motivation for the approach we propose here derives from the fact that in relativistic models intractable divergences appear as a consequence of the white nature of the noises. Therefore, one can hope that resorting to nonwhite noises, one can overcome such a difficulty. We investigate stochastic equations with nonwhite noises, we discuss their reduction properties and their physical implications. Our analysis has a precise interest not only for the above-mentioned subject but also for the general study of dissipative systems and decoherence.
