  Continuous Time Random Walk(CTRW) is a model where particle's jumps in space
are coupled with waiting times before each jump. A Continuous Time Random Walk
Limit(CTRWL) is obtained by a limit procedure on a CTRW and can be used to
model anomalous diffusion. The distribution $p\left(dx,t\right)$ of a CTRWL
$X_{t}$ satisfies a Fractional Fokker-Planck Equation(FFPE). Since CTRWLs are
usually not Markovian, their one dimensional FFPE is not enough to completely
define them. In this paper we find the FFPEs of the distribution of $X_{t}$ at
multiple times , i.e. the distribution of the random vector
$\left(X_{t_{1}},...,X_{t_{n}}\right)$ for $t_{1}<...<t_{n}$ for a large class
of CTRWLs. This allows us to define CTRWLs by their finite dimensional FFPEs.
