  We generalise the Langevin equation with Gaussian white noise by replacing
the velocity term by a local fractional derivative. The solution of this
equation is a Levy process. We further consider the Brownian motion of a
fractal particle, for example, a colloidal aggregate or a biological molecule
and argue that it leads to a Levy flight. This effect can also be described
using the local fractional Langevin equation. The implications of this
development to other complex data series are discussed.
