Westudiedtheresponseoffractional-ordervandePoloscillatortoGaussianwhitenoiseexcitationinthisletter.Anequivalentintegral-ordernonlinearstochasticsystemisobtainedtoreplacethegivensystembasedontheprincipleofminimummean-squareerror.Throughstochasticaveraging,anaveragedItoequationisdeduced.WeobtainedtheFokker–Planck–KolmogorovequationconnectedtotheaveragedItoequationandsolvedittoyieldtheapproximatestationaryresponseofthesystem.TheanalyticalsolutionisconfirmedbyusingMonteCarlosimulation.