We study the non-Markovian effects on the dynamics of entanglement in an
exactly-solvable model that involves two independent oscillators each coupled
to its own stochastic noise source. First, we develop Lie algebraic and
functional integral methods to find an exact solution to the single-oscillator
problem which includes an analytic expression for the density matrix and the
complete statistics, i.e., the probability distribution functions for
observables. For long bath time-correlations, we see non-monotonic evolution of
the uncertainties in observables. Further, we extend this exact solution to the
two-particle problem and find the dynamics of entanglement in a subspace. We
find the phenomena of sudden death' and rebirth’ of entanglement.
Interestingly, all memory effects enter via the functional form of the energy
and hence the time of death and rebirth is controlled by the amount of noisy
energy added into each oscillator. If this energy increases above (decreases
below) a threshold, we obtain sudden death (rebirth) of entanglement.

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