“…This being the case, fractional Fokker-Planck equations (fFP-equation in the following) have been used to describe many phenomena such as, for instance, heat conduction and fluid flow in porous media, propagation of earthquake waves, diffusion and transport of drug molecules in biological tissues, relaxation in biopolymers, option prices in a market with frictions driven by the Black-Scholes equation, diffusion of protein [2,4,6,7,9,17,22,27,30,31]. Nevertheless, in most cases, the fPF-equations so considered are more or less introduced as formal generalizations of the classical FPequation, and their relation with fractional stochastic differential equations is not always completely clarified.…”