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A number of random processes in various fields of science is described by phenomenological equations containing a stochastic force, the best known example being the Langevin equation (LE) for the Brownian motion (BM) of particles. Long ago Vladimirsky (1942) proposed a simple method for solving such equations. The method, based on the classical Gibbs statistics, consists in converting the stochastic LE into a deterministic one, and is applicable to linear equations with any kind of memory. When the memory effects are taken into account in the description of the BM, the mean square displacement of the particle at long times can exhibit an anomalous (different from that in the Einstein theory) time dependence. In the present paper we show how some general properties of such anomalous BM can be easily derived using the Vladimirsky approach. The method can be effectively used in solving many of the problems currently considered in the literature. We apply it to the description of the BM when the memory kernel in the Volterra-type integro-differential LE exponentially decreases with the time. The problem of the hydrodynamic BM of a charged particle in an external magnetic field is also solved.
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