  The fractional Fokker-Planck equation (FFPE) [R. Metzler, E. Barkai, J.
Klafter, Phys. Rev. Lett., 82, 3563 (1999)] describes an anomalous sub
diffusive behavior of a particle in an external force field. In this paper we
present the solution of the FFPE in terms of an integral transformation. The
transformation maps the solution of ordinary Fokker-Planck equation onto the
solution of the FFPE. We investigate in detail the force free particle and the
particle in uniform and harmonic fields. The meaning of the transformation is
explained based on the asymptotic solution of the continuous time random walk
(CTRW). We also find an exact solution of the CTRW and compare the CTRW result
with the integral solution of the FFPE for the force free case.
